Classes |
| class | Heartbeat |
| | Heartbeat (0), admin, 1 field, 0 groups. More...
|
| class | TestRequest |
| | TestRequest (1), admin, 1 field, 0 groups. More...
|
| class | ResendRequest |
| | ResendRequest (2), admin, 2 fields, 0 groups. More...
|
| class | Reject |
| | Reject (3), admin, 7 fields, 0 groups. More...
|
| class | SequenceReset |
| | SequenceReset (4), admin, 2 fields, 0 groups. More...
|
| class | Logout |
| | Logout (5), admin, 3 fields, 0 groups. More...
|
| class | IOI |
| | IOI (6), application, 143 fields, 10 groups. More...
|
| class | Advertisement |
| | Advertisement (7), application, 107 fields, 6 groups. More...
|
| class | ExecutionReport |
| | ExecutionReport (8), application, 326 fields, 16 groups. More...
|
| class | OrderCancelReject |
| | OrderCancelReject (9), application, 21 fields, 0 groups. More...
|
| class | Logon |
| | Logon (A), admin, 12 fields, 1 group. More...
|
| class | DerivativeSecurityList |
| | DerivativeSecurityList (AA), application, 149 fields, 9 groups. More...
|
| class | NewOrderMultileg |
| | NewOrderMultileg (AB), application, 216 fields, 10 groups. More...
|
| class | MultilegOrderCancelReplace |
| | MultilegOrderCancelReplace (AC), application, 217 fields, 10 groups. More...
|
| class | TradeCaptureReportRequest |
| | TradeCaptureReportRequest (AD), application, 139 fields, 9 groups. More...
|
| class | TradeCaptureReport |
| | TradeCaptureReport (AE), application, 203 fields, 11 groups. More...
|
| class | OrderMassStatusRequest |
| | OrderMassStatusRequest (AF), application, 169 fields, 9 groups. More...
|
| class | QuoteRequestReject |
| | QuoteRequestReject (AG), application, 11 fields, 2 groups. More...
|
| class | RFQRequest |
| | RFQRequest (AH), application, 5 fields, 2 groups. More...
|
| class | QuoteStatusReport |
| | QuoteStatusReport (AI), application, 181 fields, 10 groups. More...
|
| class | QuoteResponse |
| | QuoteResponse (AJ), application, 177 fields, 9 groups. More...
|
| class | Confirmation |
| | Confirmation (AK), application, 181 fields, 14 groups. More...
|
| class | PositionMaintenanceRequest |
| | PositionMaintenanceRequest (AL), application, 115 fields, 10 groups. More...
|
| class | PositionMaintenanceReport |
| | PositionMaintenanceReport (AM), application, 118 fields, 10 groups. More...
|
| class | RequestForPositions |
| | RequestForPositions (AN), application, 110 fields, 8 groups. More...
|
| class | RequestForPositionsAck |
| | RequestForPositionsAck (AO), application, 113 fields, 7 groups. More...
|
| class | PositionReport |
| | PositionReport (AP), application, 125 fields, 9 groups. More...
|
| class | TradeCaptureReportRequestAck |
| | TradeCaptureReportRequestAck (AQ), application, 107 fields, 6 groups. More...
|
| class | TradeCaptureReportAck |
| | TradeCaptureReportAck (AR), application, 172 fields, 11 groups. More...
|
| class | AllocationReport |
| | AllocationReport (AS), application, 188 fields, 14 groups. More...
|
| class | AllocationReportAck |
| | AllocationReportAck (AT), application, 21 fields, 2 groups. More...
|
| class | ConfirmationAck |
| | ConfirmationAck (AU), application, 9 fields, 0 groups. More...
|
| class | SettlementInstructionRequest |
| | SettlementInstructionRequest (AV), application, 16 fields, 1 group. More...
|
| class | AssignmentReport |
| | AssignmentReport (AW), application, 120 fields, 9 groups. More...
|
| class | CollateralRequest |
| | CollateralRequest (AX), application, 145 fields, 12 groups. More...
|
| class | CollateralAssignment |
| | CollateralAssignment (AY), application, 153 fields, 13 groups. More...
|
| class | CollateralResponse |
| | CollateralResponse (AZ), application, 147 fields, 12 groups. More...
|
| class | News |
| | News (B), application, 23 fields, 6 groups. More...
|
| class | CollateralReport |
| | CollateralReport (BA), application, 154 fields, 13 groups. More...
|
| class | CollateralInquiry |
| | CollateralInquiry (BB), application, 150 fields, 13 groups. More...
|
| class | NetworkCounterpartySystemStatusRequest |
| | NetworkCounterpartySystemStatusRequest (BC), application, 3 fields, 1 group. More...
|
| class | NetworkCounterpartySystemStatusResponse |
| | NetworkCounterpartySystemStatusResponse (BD), application, 5 fields, 1 group. More...
|
| class | UserRequest |
| | UserRequest (BE), application, 12 fields, 0 groups. More...
|
| class | UserResponse |
| | UserResponse (BF), application, 4 fields, 0 groups. More...
|
| class | CollateralInquiryAck |
| | CollateralInquiryAck (BG), application, 127 fields, 10 groups. More...
|
| class | ConfirmationRequest |
| | ConfirmationRequest (BH), application, 13 fields, 1 group. More...
|
| class | TradingSessionListRequest |
| | TradingSessionListRequest (BI), application, 9 fields, 0 groups. More...
|
| class | TradingSessionList |
| | TradingSessionList (BJ), application, 6 fields, 1 group. More...
|
| class | SecurityListUpdateReport |
| | SecurityListUpdateReport (BK), application, 24 fields, 1 group. More...
|
| class | AdjustedPositionReport |
| | AdjustedPositionReport (BL), application, 10 fields, 3 groups. More...
|
| class | AllocationInstructionAlert |
| | AllocationInstructionAlert (BM), application, 182 fields, 13 groups. More...
|
| class | ExecutionAcknowledgement |
| | ExecutionAcknowledgement (BN), application, 111 fields, 6 groups. More...
|
| class | ContraryIntentionReport |
| | ContraryIntentionReport (BO), application, 103 fields, 7 groups. More...
|
| class | SecurityDefinitionUpdateReport |
| | SecurityDefinitionUpdateReport (BP), application, 125 fields, 9 groups. More...
|
| class | SettlementObligationReport |
| | SettlementObligationReport (BQ), application, 13 fields, 1 group. More...
|
| class | DerivativeSecurityListUpdateReport |
| | DerivativeSecurityListUpdateReport (BR), application, 148 fields, 9 groups. More...
|
| class | TradingSessionListUpdateReport |
| | TradingSessionListUpdateReport (BS), application, 6 fields, 1 group. More...
|
| class | MarketDefinitionRequest |
| | MarketDefinitionRequest (BT), application, 5 fields, 0 groups. More...
|
| class | MarketDefinition |
| | MarketDefinition (BU), application, 36 fields, 5 groups. More...
|
| class | MarketDefinitionUpdateReport |
| | MarketDefinitionUpdateReport (BV), application, 37 fields, 5 groups. More...
|
| class | ApplicationMessageRequest |
| | ApplicationMessageRequest (BW), application, 7 fields, 2 groups. More...
|
| class | ApplicationMessageRequestAck |
| | ApplicationMessageRequestAck (BX), application, 10 fields, 2 groups. More...
|
| class | ApplicationMessageReport |
| | ApplicationMessageReport (BY), application, 7 fields, 1 group. More...
|
| class | OrderMassActionReport |
| | OrderMassActionReport (BZ), application, 181 fields, 11 groups. More...
|
| class | Email |
| | Email (C), application, 15 fields, 5 groups. More...
|
| class | OrderMassActionRequest |
| | OrderMassActionRequest (CA), application, 175 fields, 9 groups. More...
|
| class | UserNotification |
| | UserNotification (CB), application, 5 fields, 0 groups. More...
|
| class | StreamAssignmentRequest |
| | StreamAssignmentRequest (CC), application, 3 fields, 1 group. More...
|
| class | StreamAssignmentReport |
| | StreamAssignmentReport (CD), application, 4 fields, 1 group. More...
|
| class | StreamAssignmentReportACK |
| | StreamAssignmentReportACK (CE), application, 6 fields, 0 groups. More...
|
| class | PartyDetailsListRequest |
| | PartyDetailsListRequest (CF), application, 9 fields, 4 groups. More...
|
| class | PartyDetailsListReport |
| | PartyDetailsListReport (CG), application, 13 fields, 1 group. More...
|
| class | NewOrderSingle |
| | NewOrderSingle (D), application, 243 fields, 11 groups. More...
|
| class | NewOrderList |
| | NewOrderList (E), application, 21 fields, 2 groups. More...
|
| class | OrderCancelRequest |
| | OrderCancelRequest (F), application, 120 fields, 6 groups. More...
|
| class | OrderCancelReplaceRequest |
| | OrderCancelReplaceRequest (G), application, 240 fields, 10 groups. More...
|
| class | OrderStatusRequest |
| | OrderStatusRequest (H), application, 107 fields, 6 groups. More...
|
| class | AllocationInstruction |
| | AllocationInstruction (J), application, 183 fields, 14 groups. More...
|
| class | ListCancelRequest |
| | ListCancelRequest (K), application, 8 fields, 1 group. More...
|
| class | ListExecute |
| | ListExecute (L), application, 7 fields, 0 groups. More...
|
| class | ListStatusRequest |
| | ListStatusRequest (M), application, 4 fields, 0 groups. More...
|
| class | ListStatus |
| | ListStatus (N), application, 14 fields, 1 group. More...
|
| class | AllocationInstructionAck |
| | AllocationInstructionAck (P), application, 16 fields, 2 groups. More...
|
| class | DontKnowTrade |
| | DontKnowTrade (Q), application, 105 fields, 6 groups. More...
|
| class | QuoteRequest |
| | QuoteRequest (R), application, 14 fields, 2 groups. More...
|
| class | Quote |
| | Quote (S), application, 180 fields, 10 groups. More...
|
| class | SettlementInstructions |
| | SettlementInstructions (T), application, 10 fields, 1 group. More...
|
| class | MarketDataRequest |
| | MarketDataRequest (V), application, 15 fields, 4 groups. More...
|
| class | MarketDataSnapshotFullRefresh |
| | MarketDataSnapshotFullRefresh (W), application, 112 fields, 8 groups. More...
|
| class | MarketDataIncrementalRefresh |
| | MarketDataIncrementalRefresh (X), application, 12 fields, 2 groups. More...
|
| class | MarketDataRequestReject |
| | MarketDataRequestReject (Y), application, 7 fields, 2 groups. More...
|
| class | QuoteCancel |
| | QuoteCancel (Z), application, 14 fields, 3 groups. More...
|
| class | QuoteStatusRequest |
| | QuoteStatusRequest (a), application, 109 fields, 8 groups. More...
|
| class | MassQuoteAcknowledgement |
| | MassQuoteAcknowledgement (b), application, 16 fields, 3 groups. More...
|
| class | SecurityDefinitionRequest |
| | SecurityDefinitionRequest (c), application, 120 fields, 8 groups. More...
|
| class | SecurityDefinition |
| | SecurityDefinition (d), application, 124 fields, 9 groups. More...
|
| class | SecurityStatusRequest |
| | SecurityStatusRequest (e), application, 100 fields, 7 groups. More...
|
| class | SecurityStatus |
| | SecurityStatus (f), application, 124 fields, 7 groups. More...
|
| class | TradingSessionStatusRequest |
| | TradingSessionStatusRequest (g), application, 9 fields, 0 groups. More...
|
| class | TradingSessionStatus |
| | TradingSessionStatus (h), application, 112 fields, 4 groups. More...
|
| class | header |
| | header (header), application, 29 fields, 1 group. More...
|
| class | MassQuote |
| | MassQuote (i), application, 11 fields, 2 groups. More...
|
| class | BusinessMessageReject |
| | BusinessMessageReject (j), application, 10 fields, 0 groups. More...
|
| class | BidRequest |
| | BidRequest (k), application, 29 fields, 2 groups. More...
|
| class | BidResponse |
| | BidResponse (l), application, 3 fields, 1 group. More...
|
| class | ListStrikePrice |
| | ListStrikePrice (m), application, 4 fields, 1 group. More...
|
| class | RegistrationInstructions |
| | RegistrationInstructions (o), application, 12 fields, 3 groups. More...
|
| class | RegistrationInstructionsResponse |
| | RegistrationInstructionsResponse (p), application, 10 fields, 1 group. More...
|
| class | OrderMassCancelRequest |
| | OrderMassCancelRequest (q), application, 174 fields, 9 groups. More...
|
| class | OrderMassCancelReport |
| | OrderMassCancelReport (r), application, 182 fields, 11 groups. More...
|
| class | NewOrderCross |
| | NewOrderCross (s), application, 190 fields, 11 groups. More...
|
| class | CrossOrderCancelReplaceRequest |
| | CrossOrderCancelReplaceRequest (t), application, 193 fields, 11 groups. More...
|
| class | trailer |
| | trailer (trailer), application, 3 fields, 0 groups. More...
|
| class | CrossOrderCancelRequest |
| | CrossOrderCancelRequest (u), application, 99 fields, 8 groups. More...
|
| class | SecurityTypeRequest |
| | SecurityTypeRequest (v), application, 11 fields, 0 groups. More...
|
| class | SecurityTypes |
| | SecurityTypes (w), application, 18 fields, 1 group. More...
|
| class | SecurityListRequest |
| | SecurityListRequest (x), application, 116 fields, 7 groups. More...
|
| class | SecurityList |
| | SecurityList (y), application, 22 fields, 1 group. More...
|
| class | DerivativeSecurityListRequest |
| | DerivativeSecurityListRequest (z), application, 146 fields, 6 groups. More...
|
| class | myfix_custom |
| class | Myfix_Router |
| class | Perf_Router |
Typedefs |
typedef GeneratedTable< const
f8String, BaseMsgEntry > | Myfix_BaseMsgEntry |
| typedef Field< char, 6666 > | Orderbook |
| typedef Field< Boolean, 6951 > | BrokerInitiated |
| typedef Field< int, 7009 > | ExecOption |
| typedef Field< f8String, 1 > | Account |
| typedef Field< f8String, 2 > | AdvId |
| typedef Field< f8String, 3 > | AdvRefID |
| typedef Field< char, 4 > | AdvSide |
| typedef Field< f8String, 5 > | AdvTransType |
| typedef Field< price, 6 > | AvgPx |
| typedef Field< SeqNum, 7 > | BeginSeqNo |
| typedef Field< f8String, 8 > | BeginString |
| typedef Field< Length, 9 > | BodyLength |
| typedef Field< f8String, 10 > | CheckSum |
| typedef Field< f8String, 11 > | ClOrdID |
| typedef Field< Amt, 12 > | Commission |
| typedef Field< char, 13 > | CommType |
| typedef Field< Qty, 14 > | CumQty |
| typedef Field< currency, 15 > | Currency |
| typedef Field< SeqNum, 16 > | EndSeqNo |
| typedef Field< f8String, 17 > | ExecID |
typedef Field
< MultipleCharValue, 18 > | ExecInst |
| typedef Field< f8String, 19 > | ExecRefID |
| typedef Field< char, 21 > | HandlInst |
| typedef Field< f8String, 22 > | SecurityIDSource |
| typedef Field< f8String, 23 > | IOIID |
| typedef Field< char, 25 > | IOIQltyInd |
| typedef Field< f8String, 26 > | IOIRefID |
| typedef Field< f8String, 27 > | IOIQty |
| typedef Field< char, 28 > | IOITransType |
| typedef Field< char, 29 > | LastCapacity |
| typedef Field< Exchange, 30 > | LastMkt |
| typedef Field< price, 31 > | LastPx |
| typedef Field< Qty, 32 > | LastQty |
| typedef Field< SeqNum, 34 > | MsgSeqNum |
| typedef Field< f8String, 35 > | MsgType |
| typedef Field< SeqNum, 36 > | NewSeqNo |
| typedef Field< f8String, 37 > | OrderID |
| typedef Field< Qty, 38 > | OrderQty |
| typedef Field< char, 39 > | OrdStatus |
| typedef Field< char, 40 > | OrdType |
| typedef Field< f8String, 41 > | OrigClOrdID |
| typedef Field< UTCTimestamp, 42 > | OrigTime |
| typedef Field< Boolean, 43 > | PossDupFlag |
| typedef Field< price, 44 > | Price |
| typedef Field< SeqNum, 45 > | RefSeqNum |
| typedef Field< f8String, 48 > | SecurityID |
| typedef Field< f8String, 49 > | SenderCompID |
| typedef Field< f8String, 50 > | SenderSubID |
| typedef Field< UTCTimestamp, 52 > | SendingTime |
| typedef Field< Qty, 53 > | Quantity |
| typedef Field< char, 54 > | Side |
| typedef Field< f8String, 55 > | Symbol |
| typedef Field< f8String, 56 > | TargetCompID |
| typedef Field< f8String, 57 > | TargetSubID |
| typedef Field< f8String, 58 > | Text |
| typedef Field< char, 59 > | TimeInForce |
| typedef Field< UTCTimestamp, 60 > | TransactTime |
| typedef Field< char, 61 > | Urgency |
| typedef Field< UTCTimestamp, 62 > | ValidUntilTime |
| typedef Field< f8String, 63 > | SettlType |
| typedef Field< LocalMktDate, 64 > | SettlDate |
| typedef Field< f8String, 65 > | SymbolSfx |
| typedef Field< f8String, 66 > | ListID |
| typedef Field< int, 67 > | ListSeqNo |
| typedef Field< int, 68 > | TotNoOrders |
| typedef Field< f8String, 69 > | ListExecInst |
| typedef Field< f8String, 70 > | AllocID |
| typedef Field< char, 71 > | AllocTransType |
| typedef Field< f8String, 72 > | RefAllocID |
| typedef Field< int, 74 > | AvgPxPrecision |
| typedef Field< LocalMktDate, 75 > | TradeDate |
| typedef Field< char, 77 > | PositionEffect |
| typedef Field< f8String, 79 > | AllocAccount |
| typedef Field< Qty, 80 > | AllocQty |
| typedef Field< char, 81 > | ProcessCode |
| typedef Field< int, 82 > | NoRpts |
| typedef Field< int, 83 > | RptSeq |
| typedef Field< Qty, 84 > | CxlQty |
| typedef Field< int, 87 > | AllocStatus |
| typedef Field< int, 88 > | AllocRejCode |
| typedef Field< data, 89 > | Signature |
| typedef Field< Length, 90 > | SecureDataLen |
| typedef Field< data, 91 > | SecureData |
| typedef Field< Length, 93 > | SignatureLength |
| typedef Field< char, 94 > | EmailType |
| typedef Field< Length, 95 > | RawDataLength |
| typedef Field< data, 96 > | RawData |
| typedef Field< Boolean, 97 > | PossResend |
| typedef Field< int, 98 > | EncryptMethod |
| typedef Field< price, 99 > | StopPx |
| typedef Field< Exchange, 100 > | ExDestination |
| typedef Field< int, 102 > | CxlRejReason |
| typedef Field< int, 103 > | OrdRejReason |
| typedef Field< char, 104 > | IOIQualifier |
| typedef Field< f8String, 106 > | Issuer |
| typedef Field< f8String, 107 > | SecurityDesc |
| typedef Field< int, 108 > | HeartBtInt |
| typedef Field< Qty, 110 > | MinQty |
| typedef Field< Qty, 111 > | MaxFloor |
| typedef Field< f8String, 112 > | TestReqID |
| typedef Field< Boolean, 113 > | ReportToExch |
| typedef Field< Boolean, 114 > | LocateReqd |
| typedef Field< f8String, 115 > | OnBehalfOfCompID |
| typedef Field< f8String, 116 > | OnBehalfOfSubID |
| typedef Field< f8String, 117 > | QuoteID |
| typedef Field< Amt, 118 > | NetMoney |
| typedef Field< Amt, 119 > | SettlCurrAmt |
| typedef Field< currency, 120 > | SettlCurrency |
| typedef Field< Boolean, 121 > | ForexReq |
| typedef Field< UTCTimestamp, 122 > | OrigSendingTime |
| typedef Field< Boolean, 123 > | GapFillFlag |
| typedef Field< UTCTimestamp, 126 > | ExpireTime |
| typedef Field< char, 127 > | DKReason |
| typedef Field< f8String, 128 > | DeliverToCompID |
| typedef Field< f8String, 129 > | DeliverToSubID |
| typedef Field< Boolean, 130 > | IOINaturalFlag |
| typedef Field< f8String, 131 > | QuoteReqID |
| typedef Field< price, 132 > | BidPx |
| typedef Field< price, 133 > | OfferPx |
| typedef Field< Qty, 134 > | BidSize |
| typedef Field< Qty, 135 > | OfferSize |
| typedef Field< Amt, 137 > | MiscFeeAmt |
| typedef Field< currency, 138 > | MiscFeeCurr |
| typedef Field< f8String, 139 > | MiscFeeType |
| typedef Field< price, 140 > | PrevClosePx |
| typedef Field< Boolean, 141 > | ResetSeqNumFlag |
| typedef Field< f8String, 142 > | SenderLocationID |
| typedef Field< f8String, 143 > | TargetLocationID |
| typedef Field< f8String, 144 > | OnBehalfOfLocationID |
| typedef Field< f8String, 145 > | DeliverToLocationID |
| typedef Field< f8String, 147 > | Subject |
| typedef Field< f8String, 148 > | Headline |
| typedef Field< f8String, 149 > | URLLink |
| typedef Field< char, 150 > | ExecType |
| typedef Field< Qty, 151 > | LeavesQty |
| typedef Field< Qty, 152 > | CashOrderQty |
| typedef Field< price, 153 > | AllocAvgPx |
| typedef Field< Amt, 154 > | AllocNetMoney |
| typedef Field< double, 155 > | SettlCurrFxRate |
| typedef Field< char, 156 > | SettlCurrFxRateCalc |
| typedef Field< int, 157 > | NumDaysInterest |
| typedef Field< Percentage, 158 > | AccruedInterestRate |
| typedef Field< Amt, 159 > | AccruedInterestAmt |
| typedef Field< char, 160 > | SettlInstMode |
| typedef Field< f8String, 161 > | AllocText |
| typedef Field< f8String, 162 > | SettlInstID |
| typedef Field< char, 163 > | SettlInstTransType |
| typedef Field< f8String, 164 > | EmailThreadID |
| typedef Field< char, 165 > | SettlInstSource |
| typedef Field< f8String, 167 > | SecurityType |
| typedef Field< UTCTimestamp, 168 > | EffectiveTime |
| typedef Field< int, 169 > | StandInstDbType |
| typedef Field< f8String, 170 > | StandInstDbName |
| typedef Field< f8String, 171 > | StandInstDbID |
| typedef Field< int, 172 > | SettlDeliveryType |
| typedef Field< price, 188 > | BidSpotRate |
| typedef Field< PriceOffset, 189 > | BidForwardPoints |
| typedef Field< price, 190 > | OfferSpotRate |
| typedef Field< PriceOffset, 191 > | OfferForwardPoints |
| typedef Field< Qty, 192 > | OrderQty2 |
| typedef Field< LocalMktDate, 193 > | SettlDate2 |
| typedef Field< price, 194 > | LastSpotRate |
| typedef Field< PriceOffset, 195 > | LastForwardPoints |
| typedef Field< f8String, 196 > | AllocLinkID |
| typedef Field< int, 197 > | AllocLinkType |
| typedef Field< f8String, 198 > | SecondaryOrderID |
| typedef Field< MonthYear, 200 > | MaturityMonthYear |
| typedef Field< int, 201 > | PutOrCall |
| typedef Field< price, 202 > | StrikePrice |
| typedef Field< int, 203 > | CoveredOrUncovered |
| typedef Field< char, 206 > | OptAttribute |
| typedef Field< Exchange, 207 > | SecurityExchange |
| typedef Field< Boolean, 208 > | NotifyBrokerOfCredit |
| typedef Field< int, 209 > | AllocHandlInst |
| typedef Field< Qty, 210 > | MaxShow |
| typedef Field< double, 211 > | PegOffsetValue |
| typedef Field< Length, 212 > | XmlDataLen |
| typedef Field< data, 213 > | XmlData |
| typedef Field< f8String, 214 > | SettlInstRefID |
| typedef Field< int, 216 > | RoutingType |
| typedef Field< f8String, 217 > | RoutingID |
| typedef Field< PriceOffset, 218 > | Spread |
| typedef Field< currency, 220 > | BenchmarkCurveCurrency |
| typedef Field< f8String, 221 > | BenchmarkCurveName |
| typedef Field< f8String, 222 > | BenchmarkCurvePoint |
| typedef Field< Percentage, 223 > | CouponRate |
| typedef Field< LocalMktDate, 224 > | CouponPaymentDate |
| typedef Field< LocalMktDate, 225 > | IssueDate |
| typedef Field< int, 226 > | RepurchaseTerm |
| typedef Field< Percentage, 227 > | RepurchaseRate |
| typedef Field< double, 228 > | Factor |
| typedef Field< LocalMktDate, 229 > | TradeOriginationDate |
| typedef Field< LocalMktDate, 230 > | ExDate |
| typedef Field< double, 231 > | ContractMultiplier |
| typedef Field< f8String, 233 > | StipulationType |
| typedef Field< f8String, 234 > | StipulationValue |
| typedef Field< f8String, 235 > | YieldType |
| typedef Field< Percentage, 236 > | Yield |
| typedef Field< Amt, 237 > | TotalTakedown |
| typedef Field< Amt, 238 > | Concession |
| typedef Field< int, 239 > | RepoCollateralSecurityType |
| typedef Field< LocalMktDate, 240 > | RedemptionDate |
| typedef Field< LocalMktDate, 241 > | UnderlyingCouponPaymentDate |
| typedef Field< LocalMktDate, 242 > | UnderlyingIssueDate |
| typedef Field< int, 243 > | UnderlyingRepoCollateralSecurityType |
| typedef Field< int, 244 > | UnderlyingRepurchaseTerm |
| typedef Field< Percentage, 245 > | UnderlyingRepurchaseRate |
| typedef Field< double, 246 > | UnderlyingFactor |
| typedef Field< LocalMktDate, 247 > | UnderlyingRedemptionDate |
| typedef Field< LocalMktDate, 248 > | LegCouponPaymentDate |
| typedef Field< LocalMktDate, 249 > | LegIssueDate |
| typedef Field< int, 250 > | LegRepoCollateralSecurityType |
| typedef Field< int, 251 > | LegRepurchaseTerm |
| typedef Field< Percentage, 252 > | LegRepurchaseRate |
| typedef Field< double, 253 > | LegFactor |
| typedef Field< LocalMktDate, 254 > | LegRedemptionDate |
| typedef Field< f8String, 255 > | CreditRating |
| typedef Field< f8String, 256 > | UnderlyingCreditRating |
| typedef Field< f8String, 257 > | LegCreditRating |
| typedef Field< Boolean, 258 > | TradedFlatSwitch |
| typedef Field< LocalMktDate, 259 > | BasisFeatureDate |
| typedef Field< price, 260 > | BasisFeaturePrice |
| typedef Field< f8String, 262 > | MDReqID |
| typedef Field< char, 263 > | SubscriptionRequestType |
| typedef Field< int, 264 > | MarketDepth |
| typedef Field< int, 265 > | MDUpdateType |
| typedef Field< Boolean, 266 > | AggregatedBook |
| typedef Field< char, 269 > | MDEntryType |
| typedef Field< price, 270 > | MDEntryPx |
| typedef Field< Qty, 271 > | MDEntrySize |
| typedef Field< UTCDateOnly, 272 > | MDEntryDate |
| typedef Field< UTCTimeOnly, 273 > | MDEntryTime |
| typedef Field< char, 274 > | TickDirection |
| typedef Field< Exchange, 275 > | MDMkt |
typedef Field
< MultipleStringValue, 276 > | QuoteCondition |
typedef Field
< MultipleStringValue, 277 > | TradeCondition |
| typedef Field< f8String, 278 > | MDEntryID |
| typedef Field< char, 279 > | MDUpdateAction |
| typedef Field< f8String, 280 > | MDEntryRefID |
| typedef Field< char, 281 > | MDReqRejReason |
| typedef Field< f8String, 282 > | MDEntryOriginator |
| typedef Field< f8String, 283 > | LocationID |
| typedef Field< f8String, 284 > | DeskID |
| typedef Field< char, 285 > | DeleteReason |
typedef Field
< MultipleCharValue, 286 > | OpenCloseSettlFlag |
| typedef Field< int, 287 > | SellerDays |
| typedef Field< f8String, 288 > | MDEntryBuyer |
| typedef Field< f8String, 289 > | MDEntrySeller |
| typedef Field< int, 290 > | MDEntryPositionNo |
typedef Field
< MultipleCharValue, 291 > | FinancialStatus |
typedef Field
< MultipleCharValue, 292 > | CorporateAction |
| typedef Field< Qty, 293 > | DefBidSize |
| typedef Field< Qty, 294 > | DefOfferSize |
| typedef Field< int, 297 > | QuoteStatus |
| typedef Field< int, 298 > | QuoteCancelType |
| typedef Field< f8String, 299 > | QuoteEntryID |
| typedef Field< int, 300 > | QuoteRejectReason |
| typedef Field< int, 301 > | QuoteResponseLevel |
| typedef Field< f8String, 302 > | QuoteSetID |
| typedef Field< int, 303 > | QuoteRequestType |
| typedef Field< int, 304 > | TotNoQuoteEntries |
| typedef Field< f8String, 305 > | UnderlyingSecurityIDSource |
| typedef Field< f8String, 306 > | UnderlyingIssuer |
| typedef Field< f8String, 307 > | UnderlyingSecurityDesc |
| typedef Field< Exchange, 308 > | UnderlyingSecurityExchange |
| typedef Field< f8String, 309 > | UnderlyingSecurityID |
| typedef Field< f8String, 310 > | UnderlyingSecurityType |
| typedef Field< f8String, 311 > | UnderlyingSymbol |
| typedef Field< f8String, 312 > | UnderlyingSymbolSfx |
| typedef Field< MonthYear, 313 > | UnderlyingMaturityMonthYear |
| typedef Field< int, 315 > | UnderlyingPutOrCall |
| typedef Field< price, 316 > | UnderlyingStrikePrice |
| typedef Field< char, 317 > | UnderlyingOptAttribute |
| typedef Field< currency, 318 > | UnderlyingCurrency |
| typedef Field< f8String, 320 > | SecurityReqID |
| typedef Field< int, 321 > | SecurityRequestType |
| typedef Field< f8String, 322 > | SecurityResponseID |
| typedef Field< int, 323 > | SecurityResponseType |
| typedef Field< f8String, 324 > | SecurityStatusReqID |
| typedef Field< Boolean, 325 > | UnsolicitedIndicator |
| typedef Field< int, 326 > | SecurityTradingStatus |
| typedef Field< int, 327 > | HaltReasonInt |
| typedef Field< Boolean, 328 > | InViewOfCommon |
| typedef Field< Boolean, 329 > | DueToRelated |
| typedef Field< Qty, 330 > | BuyVolume |
| typedef Field< Qty, 331 > | SellVolume |
| typedef Field< price, 332 > | HighPx |
| typedef Field< price, 333 > | LowPx |
| typedef Field< int, 334 > | Adjustment |
| typedef Field< f8String, 335 > | TradSesReqID |
| typedef Field< f8String, 336 > | TradingSessionID |
| typedef Field< f8String, 337 > | ContraTrader |
| typedef Field< int, 338 > | TradSesMethod |
| typedef Field< int, 339 > | TradSesMode |
| typedef Field< int, 340 > | TradSesStatus |
| typedef Field< UTCTimestamp, 341 > | TradSesStartTime |
| typedef Field< UTCTimestamp, 342 > | TradSesOpenTime |
| typedef Field< UTCTimestamp, 343 > | TradSesPreCloseTime |
| typedef Field< UTCTimestamp, 344 > | TradSesCloseTime |
| typedef Field< UTCTimestamp, 345 > | TradSesEndTime |
| typedef Field< int, 346 > | NumberOfOrders |
| typedef Field< f8String, 347 > | MessageEncoding |
| typedef Field< Length, 348 > | EncodedIssuerLen |
| typedef Field< data, 349 > | EncodedIssuer |
| typedef Field< Length, 350 > | EncodedSecurityDescLen |
| typedef Field< data, 351 > | EncodedSecurityDesc |
| typedef Field< Length, 352 > | EncodedListExecInstLen |
| typedef Field< data, 353 > | EncodedListExecInst |
| typedef Field< Length, 354 > | EncodedTextLen |
| typedef Field< data, 355 > | EncodedText |
| typedef Field< Length, 356 > | EncodedSubjectLen |
| typedef Field< data, 357 > | EncodedSubject |
| typedef Field< Length, 358 > | EncodedHeadlineLen |
| typedef Field< data, 359 > | EncodedHeadline |
| typedef Field< Length, 360 > | EncodedAllocTextLen |
| typedef Field< data, 361 > | EncodedAllocText |
| typedef Field< Length, 362 > | EncodedUnderlyingIssuerLen |
| typedef Field< data, 363 > | EncodedUnderlyingIssuer |
| typedef Field< Length, 364 > | EncodedUnderlyingSecurityDescLen |
| typedef Field< data, 365 > | EncodedUnderlyingSecurityDesc |
| typedef Field< price, 366 > | AllocPrice |
| typedef Field< UTCTimestamp, 367 > | QuoteSetValidUntilTime |
| typedef Field< int, 368 > | QuoteEntryRejectReason |
| typedef Field< SeqNum, 369 > | LastMsgSeqNumProcessed |
| typedef Field< int, 371 > | RefTagID |
| typedef Field< f8String, 372 > | RefMsgType |
| typedef Field< int, 373 > | SessionRejectReason |
| typedef Field< char, 374 > | BidRequestTransType |
| typedef Field< f8String, 375 > | ContraBroker |
| typedef Field< f8String, 376 > | ComplianceID |
| typedef Field< Boolean, 377 > | SolicitedFlag |
| typedef Field< int, 378 > | ExecRestatementReason |
| typedef Field< f8String, 379 > | BusinessRejectRefID |
| typedef Field< int, 380 > | BusinessRejectReason |
| typedef Field< Amt, 381 > | GrossTradeAmt |
| typedef Field< Length, 383 > | MaxMessageSize |
| typedef Field< char, 385 > | MsgDirection |
| typedef Field< Qty, 387 > | TotalVolumeTraded |
| typedef Field< char, 388 > | DiscretionInst |
| typedef Field< double, 389 > | DiscretionOffsetValue |
| typedef Field< f8String, 390 > | BidID |
| typedef Field< f8String, 391 > | ClientBidID |
| typedef Field< f8String, 392 > | ListName |
| typedef Field< int, 393 > | TotNoRelatedSym |
| typedef Field< int, 394 > | BidType |
| typedef Field< int, 395 > | NumTickets |
| typedef Field< Amt, 396 > | SideValue1 |
| typedef Field< Amt, 397 > | SideValue2 |
| typedef Field< int, 399 > | BidDescriptorType |
| typedef Field< f8String, 400 > | BidDescriptor |
| typedef Field< int, 401 > | SideValueInd |
| typedef Field< Percentage, 402 > | LiquidityPctLow |
| typedef Field< Percentage, 403 > | LiquidityPctHigh |
| typedef Field< Amt, 404 > | LiquidityValue |
| typedef Field< Percentage, 405 > | EFPTrackingError |
| typedef Field< Amt, 406 > | FairValue |
| typedef Field< Percentage, 407 > | OutsideIndexPct |
| typedef Field< Amt, 408 > | ValueOfFutures |
| typedef Field< int, 409 > | LiquidityIndType |
| typedef Field< Percentage, 410 > | WtAverageLiquidity |
| typedef Field< Boolean, 411 > | ExchangeForPhysical |
| typedef Field< Amt, 412 > | OutMainCntryUIndex |
| typedef Field< Percentage, 413 > | CrossPercent |
| typedef Field< int, 414 > | ProgRptReqs |
| typedef Field< int, 415 > | ProgPeriodInterval |
| typedef Field< int, 416 > | IncTaxInd |
| typedef Field< int, 417 > | NumBidders |
| typedef Field< char, 418 > | BidTradeType |
| typedef Field< char, 419 > | BasisPxType |
| typedef Field< country, 421 > | Country |
| typedef Field< int, 422 > | TotNoStrikes |
| typedef Field< int, 423 > | PriceType |
| typedef Field< Qty, 424 > | DayOrderQty |
| typedef Field< Qty, 425 > | DayCumQty |
| typedef Field< price, 426 > | DayAvgPx |
| typedef Field< int, 427 > | GTBookingInst |
| typedef Field< int, 429 > | ListStatusType |
| typedef Field< int, 430 > | NetGrossInd |
| typedef Field< int, 431 > | ListOrderStatus |
| typedef Field< LocalMktDate, 432 > | ExpireDate |
| typedef Field< char, 433 > | ListExecInstType |
| typedef Field< char, 434 > | CxlRejResponseTo |
| typedef Field< Percentage, 435 > | UnderlyingCouponRate |
| typedef Field< double, 436 > | UnderlyingContractMultiplier |
| typedef Field< Qty, 437 > | ContraTradeQty |
| typedef Field< UTCTimestamp, 438 > | ContraTradeTime |
| typedef Field< int, 441 > | LiquidityNumSecurities |
| typedef Field< char, 442 > | MultiLegReportingType |
| typedef Field< UTCTimestamp, 443 > | StrikeTime |
| typedef Field< f8String, 444 > | ListStatusText |
| typedef Field< Length, 445 > | EncodedListStatusTextLen |
| typedef Field< data, 446 > | EncodedListStatusText |
| typedef Field< char, 447 > | PartyIDSource |
| typedef Field< f8String, 448 > | PartyID |
| typedef Field< PriceOffset, 451 > | NetChgPrevDay |
| typedef Field< int, 452 > | PartyRole |
| typedef Field< f8String, 455 > | SecurityAltID |
| typedef Field< f8String, 456 > | SecurityAltIDSource |
| typedef Field< f8String, 458 > | UnderlyingSecurityAltID |
| typedef Field< f8String, 459 > | UnderlyingSecurityAltIDSource |
| typedef Field< int, 460 > | Product |
| typedef Field< f8String, 461 > | CFICode |
| typedef Field< int, 462 > | UnderlyingProduct |
| typedef Field< f8String, 463 > | UnderlyingCFICode |
| typedef Field< Boolean, 464 > | TestMessageIndicator |
| typedef Field< f8String, 466 > | BookingRefID |
| typedef Field< f8String, 467 > | IndividualAllocID |
| typedef Field< char, 468 > | RoundingDirection |
| typedef Field< double, 469 > | RoundingModulus |
| typedef Field< country, 470 > | CountryOfIssue |
| typedef Field< f8String, 471 > | StateOrProvinceOfIssue |
| typedef Field< f8String, 472 > | LocaleOfIssue |
| typedef Field< f8String, 474 > | MailingDtls |
| typedef Field< country, 475 > | InvestorCountryOfResidence |
| typedef Field< f8String, 476 > | PaymentRef |
| typedef Field< int, 477 > | DistribPaymentMethod |
| typedef Field< currency, 478 > | CashDistribCurr |
| typedef Field< currency, 479 > | CommCurrency |
| typedef Field< char, 480 > | CancellationRights |
| typedef Field< char, 481 > | MoneyLaunderingStatus |
| typedef Field< f8String, 482 > | MailingInst |
| typedef Field< UTCTimestamp, 483 > | TransBkdTime |
| typedef Field< char, 484 > | ExecPriceType |
| typedef Field< double, 485 > | ExecPriceAdjustment |
| typedef Field< LocalMktDate, 486 > | DateOfBirth |
| typedef Field< int, 487 > | TradeReportTransType |
| typedef Field< f8String, 488 > | CardHolderName |
| typedef Field< f8String, 489 > | CardNumber |
| typedef Field< LocalMktDate, 490 > | CardExpDate |
| typedef Field< f8String, 491 > | CardIssNum |
| typedef Field< int, 492 > | PaymentMethod |
| typedef Field< f8String, 493 > | RegistAcctType |
| typedef Field< f8String, 494 > | Designation |
| typedef Field< int, 495 > | TaxAdvantageType |
| typedef Field< f8String, 496 > | RegistRejReasonText |
| typedef Field< char, 497 > | FundRenewWaiv |
| typedef Field< f8String, 498 > | CashDistribAgentName |
| typedef Field< f8String, 499 > | CashDistribAgentCode |
| typedef Field< f8String, 500 > | CashDistribAgentAcctNumber |
| typedef Field< f8String, 501 > | CashDistribPayRef |
| typedef Field< f8String, 502 > | CashDistribAgentAcctName |
| typedef Field< LocalMktDate, 503 > | CardStartDate |
| typedef Field< LocalMktDate, 504 > | PaymentDate |
| typedef Field< f8String, 505 > | PaymentRemitterID |
| typedef Field< char, 506 > | RegistStatus |
| typedef Field< int, 507 > | RegistRejReasonCode |
| typedef Field< f8String, 508 > | RegistRefID |
| typedef Field< f8String, 509 > | RegistDtls |
| typedef Field< f8String, 511 > | RegistEmail |
| typedef Field< Percentage, 512 > | DistribPercentage |
| typedef Field< f8String, 513 > | RegistID |
| typedef Field< char, 514 > | RegistTransType |
| typedef Field< UTCTimestamp, 515 > | ExecValuationPoint |
| typedef Field< Percentage, 516 > | OrderPercent |
| typedef Field< char, 517 > | OwnershipType |
| typedef Field< int, 519 > | ContAmtType |
| typedef Field< double, 520 > | ContAmtValue |
| typedef Field< currency, 521 > | ContAmtCurr |
| typedef Field< int, 522 > | OwnerType |
| typedef Field< f8String, 523 > | PartySubID |
| typedef Field< f8String, 524 > | NestedPartyID |
| typedef Field< char, 525 > | NestedPartyIDSource |
| typedef Field< f8String, 526 > | SecondaryClOrdID |
| typedef Field< f8String, 527 > | SecondaryExecID |
| typedef Field< char, 528 > | OrderCapacity |
typedef Field
< MultipleCharValue, 529 > | OrderRestrictions |
| typedef Field< char, 530 > | MassCancelRequestType |
| typedef Field< char, 531 > | MassCancelResponse |
| typedef Field< int, 532 > | MassCancelRejectReason |
| typedef Field< int, 533 > | TotalAffectedOrders |
| typedef Field< f8String, 535 > | AffectedOrderID |
| typedef Field< f8String, 536 > | AffectedSecondaryOrderID |
| typedef Field< int, 537 > | QuoteType |
| typedef Field< int, 538 > | NestedPartyRole |
| typedef Field< Amt, 540 > | TotalAccruedInterestAmt |
| typedef Field< LocalMktDate, 541 > | MaturityDate |
| typedef Field< LocalMktDate, 542 > | UnderlyingMaturityDate |
| typedef Field< f8String, 543 > | InstrRegistry |
| typedef Field< char, 544 > | CashMargin |
| typedef Field< f8String, 545 > | NestedPartySubID |
typedef Field
< MultipleCharValue, 546 > | Scope |
| typedef Field< Boolean, 547 > | MDImplicitDelete |
| typedef Field< f8String, 548 > | CrossID |
| typedef Field< int, 549 > | CrossType |
| typedef Field< int, 550 > | CrossPrioritization |
| typedef Field< f8String, 551 > | OrigCrossID |
| typedef Field< f8String, 553 > | Username |
| typedef Field< f8String, 554 > | Password |
| typedef Field< currency, 556 > | LegCurrency |
| typedef Field< int, 557 > | TotNoSecurityTypes |
| typedef Field< int, 559 > | SecurityListRequestType |
| typedef Field< int, 560 > | SecurityRequestResult |
| typedef Field< Qty, 561 > | RoundLot |
| typedef Field< Qty, 562 > | MinTradeVol |
| typedef Field< int, 563 > | MultiLegRptTypeReq |
| typedef Field< char, 564 > | LegPositionEffect |
| typedef Field< int, 565 > | LegCoveredOrUncovered |
| typedef Field< price, 566 > | LegPrice |
| typedef Field< int, 567 > | TradSesStatusRejReason |
| typedef Field< f8String, 568 > | TradeRequestID |
| typedef Field< int, 569 > | TradeRequestType |
| typedef Field< Boolean, 570 > | PreviouslyReported |
| typedef Field< f8String, 571 > | TradeReportID |
| typedef Field< f8String, 572 > | TradeReportRefID |
| typedef Field< char, 573 > | MatchStatus |
| typedef Field< f8String, 574 > | MatchType |
| typedef Field< Boolean, 575 > | OddLot |
| typedef Field< int, 577 > | ClearingInstruction |
| typedef Field< f8String, 578 > | TradeInputSource |
| typedef Field< f8String, 579 > | TradeInputDevice |
| typedef Field< int, 581 > | AccountType |
| typedef Field< int, 582 > | CustOrderCapacity |
| typedef Field< f8String, 583 > | ClOrdLinkID |
| typedef Field< f8String, 584 > | MassStatusReqID |
| typedef Field< int, 585 > | MassStatusReqType |
| typedef Field< UTCTimestamp, 586 > | OrigOrdModTime |
| typedef Field< char, 587 > | LegSettlType |
| typedef Field< LocalMktDate, 588 > | LegSettlDate |
| typedef Field< char, 589 > | DayBookingInst |
| typedef Field< char, 590 > | BookingUnit |
| typedef Field< char, 591 > | PreallocMethod |
| typedef Field< country, 592 > | UnderlyingCountryOfIssue |
| typedef Field< f8String, 593 > | UnderlyingStateOrProvinceOfIssue |
| typedef Field< f8String, 594 > | UnderlyingLocaleOfIssue |
| typedef Field< f8String, 595 > | UnderlyingInstrRegistry |
| typedef Field< country, 596 > | LegCountryOfIssue |
| typedef Field< f8String, 597 > | LegStateOrProvinceOfIssue |
| typedef Field< f8String, 598 > | LegLocaleOfIssue |
| typedef Field< f8String, 599 > | LegInstrRegistry |
| typedef Field< f8String, 600 > | LegSymbol |
| typedef Field< f8String, 601 > | LegSymbolSfx |
| typedef Field< f8String, 602 > | LegSecurityID |
| typedef Field< f8String, 603 > | LegSecurityIDSource |
| typedef Field< f8String, 605 > | LegSecurityAltID |
| typedef Field< f8String, 606 > | LegSecurityAltIDSource |
| typedef Field< int, 607 > | LegProduct |
| typedef Field< f8String, 608 > | LegCFICode |
| typedef Field< f8String, 609 > | LegSecurityType |
| typedef Field< MonthYear, 610 > | LegMaturityMonthYear |
| typedef Field< LocalMktDate, 611 > | LegMaturityDate |
| typedef Field< price, 612 > | LegStrikePrice |
| typedef Field< char, 613 > | LegOptAttribute |
| typedef Field< double, 614 > | LegContractMultiplier |
| typedef Field< Percentage, 615 > | LegCouponRate |
| typedef Field< Exchange, 616 > | LegSecurityExchange |
| typedef Field< f8String, 617 > | LegIssuer |
| typedef Field< Length, 618 > | EncodedLegIssuerLen |
| typedef Field< data, 619 > | EncodedLegIssuer |
| typedef Field< f8String, 620 > | LegSecurityDesc |
| typedef Field< Length, 621 > | EncodedLegSecurityDescLen |
| typedef Field< data, 622 > | EncodedLegSecurityDesc |
| typedef Field< double, 623 > | LegRatioQty |
| typedef Field< char, 624 > | LegSide |
| typedef Field< f8String, 625 > | TradingSessionSubID |
| typedef Field< int, 626 > | AllocType |
| typedef Field< f8String, 628 > | HopCompID |
| typedef Field< UTCTimestamp, 629 > | HopSendingTime |
| typedef Field< SeqNum, 630 > | HopRefID |
| typedef Field< price, 631 > | MidPx |
| typedef Field< Percentage, 632 > | BidYield |
| typedef Field< Percentage, 633 > | MidYield |
| typedef Field< Percentage, 634 > | OfferYield |
| typedef Field< f8String, 635 > | ClearingFeeIndicator |
| typedef Field< Boolean, 636 > | WorkingIndicator |
| typedef Field< price, 637 > | LegLastPx |
| typedef Field< int, 638 > | PriorityIndicator |
| typedef Field< PriceOffset, 639 > | PriceImprovement |
| typedef Field< price, 640 > | Price2 |
| typedef Field< PriceOffset, 641 > | LastForwardPoints2 |
| typedef Field< PriceOffset, 642 > | BidForwardPoints2 |
| typedef Field< PriceOffset, 643 > | OfferForwardPoints2 |
| typedef Field< f8String, 644 > | RFQReqID |
| typedef Field< price, 645 > | MktBidPx |
| typedef Field< price, 646 > | MktOfferPx |
| typedef Field< Qty, 647 > | MinBidSize |
| typedef Field< Qty, 648 > | MinOfferSize |
| typedef Field< f8String, 649 > | QuoteStatusReqID |
| typedef Field< Boolean, 650 > | LegalConfirm |
| typedef Field< price, 651 > | UnderlyingLastPx |
| typedef Field< Qty, 652 > | UnderlyingLastQty |
| typedef Field< f8String, 654 > | LegRefID |
| typedef Field< f8String, 655 > | ContraLegRefID |
| typedef Field< double, 656 > | SettlCurrBidFxRate |
| typedef Field< double, 657 > | SettlCurrOfferFxRate |
| typedef Field< int, 658 > | QuoteRequestRejectReason |
| typedef Field< f8String, 659 > | SideComplianceID |
| typedef Field< int, 660 > | AcctIDSource |
| typedef Field< int, 661 > | AllocAcctIDSource |
| typedef Field< price, 662 > | BenchmarkPrice |
| typedef Field< int, 663 > | BenchmarkPriceType |
| typedef Field< f8String, 664 > | ConfirmID |
| typedef Field< int, 665 > | ConfirmStatus |
| typedef Field< int, 666 > | ConfirmTransType |
| typedef Field< MonthYear, 667 > | ContractSettlMonth |
| typedef Field< int, 668 > | DeliveryForm |
| typedef Field< price, 669 > | LastParPx |
| typedef Field< f8String, 671 > | LegAllocAccount |
| typedef Field< f8String, 672 > | LegIndividualAllocID |
| typedef Field< Qty, 673 > | LegAllocQty |
| typedef Field< f8String, 674 > | LegAllocAcctIDSource |
| typedef Field< currency, 675 > | LegSettlCurrency |
| typedef Field< currency, 676 > | LegBenchmarkCurveCurrency |
| typedef Field< f8String, 677 > | LegBenchmarkCurveName |
| typedef Field< f8String, 678 > | LegBenchmarkCurvePoint |
| typedef Field< price, 679 > | LegBenchmarkPrice |
| typedef Field< int, 680 > | LegBenchmarkPriceType |
| typedef Field< price, 681 > | LegBidPx |
| typedef Field< f8String, 682 > | LegIOIQty |
| typedef Field< price, 684 > | LegOfferPx |
| typedef Field< Qty, 685 > | LegOrderQty |
| typedef Field< int, 686 > | LegPriceType |
| typedef Field< Qty, 687 > | LegQty |
| typedef Field< f8String, 688 > | LegStipulationType |
| typedef Field< f8String, 689 > | LegStipulationValue |
| typedef Field< int, 690 > | LegSwapType |
| typedef Field< f8String, 691 > | Pool |
| typedef Field< int, 692 > | QuotePriceType |
| typedef Field< f8String, 693 > | QuoteRespID |
| typedef Field< int, 694 > | QuoteRespType |
| typedef Field< char, 695 > | QuoteQualifier |
| typedef Field< LocalMktDate, 696 > | YieldRedemptionDate |
| typedef Field< price, 697 > | YieldRedemptionPrice |
| typedef Field< int, 698 > | YieldRedemptionPriceType |
| typedef Field< f8String, 699 > | BenchmarkSecurityID |
| typedef Field< Boolean, 700 > | ReversalIndicator |
| typedef Field< LocalMktDate, 701 > | YieldCalcDate |
| typedef Field< f8String, 703 > | PosType |
| typedef Field< Qty, 704 > | LongQty |
| typedef Field< Qty, 705 > | ShortQty |
| typedef Field< int, 706 > | PosQtyStatus |
| typedef Field< f8String, 707 > | PosAmtType |
| typedef Field< Amt, 708 > | PosAmt |
| typedef Field< int, 709 > | PosTransType |
| typedef Field< f8String, 710 > | PosReqID |
| typedef Field< int, 712 > | PosMaintAction |
| typedef Field< f8String, 713 > | OrigPosReqRefID |
| typedef Field< f8String, 714 > | PosMaintRptRefID |
| typedef Field< LocalMktDate, 715 > | ClearingBusinessDate |
| typedef Field< f8String, 716 > | SettlSessID |
| typedef Field< f8String, 717 > | SettlSessSubID |
| typedef Field< int, 718 > | AdjustmentType |
| typedef Field< Boolean, 719 > | ContraryInstructionIndicator |
| typedef Field< Boolean, 720 > | PriorSpreadIndicator |
| typedef Field< f8String, 721 > | PosMaintRptID |
| typedef Field< int, 722 > | PosMaintStatus |
| typedef Field< int, 723 > | PosMaintResult |
| typedef Field< int, 724 > | PosReqType |
| typedef Field< int, 725 > | ResponseTransportType |
| typedef Field< f8String, 726 > | ResponseDestination |
| typedef Field< int, 727 > | TotalNumPosReports |
| typedef Field< int, 728 > | PosReqResult |
| typedef Field< int, 729 > | PosReqStatus |
| typedef Field< price, 730 > | SettlPrice |
| typedef Field< int, 731 > | SettlPriceType |
| typedef Field< price, 732 > | UnderlyingSettlPrice |
| typedef Field< int, 733 > | UnderlyingSettlPriceType |
| typedef Field< price, 734 > | PriorSettlPrice |
| typedef Field< currency, 736 > | AllocSettlCurrency |
| typedef Field< Amt, 737 > | AllocSettlCurrAmt |
| typedef Field< Amt, 738 > | InterestAtMaturity |
| typedef Field< LocalMktDate, 739 > | LegDatedDate |
| typedef Field< f8String, 740 > | LegPool |
| typedef Field< Amt, 741 > | AllocInterestAtMaturity |
| typedef Field< Amt, 742 > | AllocAccruedInterestAmt |
| typedef Field< LocalMktDate, 743 > | DeliveryDate |
| typedef Field< char, 744 > | AssignmentMethod |
| typedef Field< Qty, 745 > | AssignmentUnit |
| typedef Field< Amt, 746 > | OpenInterest |
| typedef Field< char, 747 > | ExerciseMethod |
| typedef Field< int, 748 > | TotNumTradeReports |
| typedef Field< int, 749 > | TradeRequestResult |
| typedef Field< int, 750 > | TradeRequestStatus |
| typedef Field< int, 751 > | TradeReportRejectReason |
| typedef Field< int, 752 > | SideMultiLegReportingType |
| typedef Field< Boolean, 754 > | AutoAcceptIndicator |
| typedef Field< f8String, 755 > | AllocReportID |
| typedef Field< f8String, 757 > | Nested2PartyID |
| typedef Field< char, 758 > | Nested2PartyIDSource |
| typedef Field< int, 759 > | Nested2PartyRole |
| typedef Field< f8String, 760 > | Nested2PartySubID |
| typedef Field< f8String, 761 > | BenchmarkSecurityIDSource |
| typedef Field< f8String, 762 > | SecuritySubType |
| typedef Field< f8String, 763 > | UnderlyingSecuritySubType |
| typedef Field< f8String, 764 > | LegSecuritySubType |
| typedef Field< Percentage, 765 > | AllowableOneSidednessPct |
| typedef Field< Amt, 766 > | AllowableOneSidednessValue |
| typedef Field< currency, 767 > | AllowableOneSidednessCurr |
| typedef Field< UTCTimestamp, 769 > | TrdRegTimestamp |
| typedef Field< int, 770 > | TrdRegTimestampType |
| typedef Field< f8String, 771 > | TrdRegTimestampOrigin |
| typedef Field< f8String, 772 > | ConfirmRefID |
| typedef Field< int, 773 > | ConfirmType |
| typedef Field< int, 774 > | ConfirmRejReason |
| typedef Field< int, 775 > | BookingType |
| typedef Field< int, 776 > | IndividualAllocRejCode |
| typedef Field< f8String, 777 > | SettlInstMsgID |
| typedef Field< UTCTimestamp, 779 > | LastUpdateTime |
| typedef Field< int, 780 > | AllocSettlInstType |
| typedef Field< f8String, 782 > | SettlPartyID |
| typedef Field< char, 783 > | SettlPartyIDSource |
| typedef Field< int, 784 > | SettlPartyRole |
| typedef Field< f8String, 785 > | SettlPartySubID |
| typedef Field< int, 786 > | SettlPartySubIDType |
| typedef Field< char, 787 > | DlvyInstType |
| typedef Field< int, 788 > | TerminationType |
| typedef Field< SeqNum, 789 > | NextExpectedMsgSeqNum |
| typedef Field< f8String, 790 > | OrdStatusReqID |
| typedef Field< f8String, 791 > | SettlInstReqID |
| typedef Field< int, 792 > | SettlInstReqRejCode |
| typedef Field< f8String, 793 > | SecondaryAllocID |
| typedef Field< int, 794 > | AllocReportType |
| typedef Field< f8String, 795 > | AllocReportRefID |
| typedef Field< int, 796 > | AllocCancReplaceReason |
| typedef Field< Boolean, 797 > | CopyMsgIndicator |
| typedef Field< int, 798 > | AllocAccountType |
| typedef Field< price, 799 > | OrderAvgPx |
| typedef Field< Qty, 800 > | OrderBookingQty |
| typedef Field< int, 803 > | PartySubIDType |
| typedef Field< int, 805 > | NestedPartySubIDType |
| typedef Field< int, 807 > | Nested2PartySubIDType |
| typedef Field< int, 808 > | AllocIntermedReqType |
| typedef Field< price, 810 > | UnderlyingPx |
| typedef Field< double, 811 > | PriceDelta |
| typedef Field< int, 812 > | ApplQueueMax |
| typedef Field< int, 813 > | ApplQueueDepth |
| typedef Field< int, 814 > | ApplQueueResolution |
| typedef Field< int, 815 > | ApplQueueAction |
| typedef Field< f8String, 817 > | AltMDSourceID |
| typedef Field< f8String, 818 > | SecondaryTradeReportID |
| typedef Field< int, 819 > | AvgPxIndicator |
| typedef Field< f8String, 820 > | TradeLinkID |
| typedef Field< f8String, 821 > | OrderInputDevice |
| typedef Field< f8String, 822 > | UnderlyingTradingSessionID |
| typedef Field< f8String, 823 > | UnderlyingTradingSessionSubID |
| typedef Field< f8String, 824 > | TradeLegRefID |
| typedef Field< f8String, 825 > | ExchangeRule |
| typedef Field< int, 826 > | TradeAllocIndicator |
| typedef Field< int, 827 > | ExpirationCycle |
| typedef Field< int, 828 > | TrdType |
| typedef Field< int, 829 > | TrdSubType |
| typedef Field< f8String, 830 > | TransferReason |
| typedef Field< int, 832 > | TotNumAssignmentReports |
| typedef Field< f8String, 833 > | AsgnRptID |
| typedef Field< PriceOffset, 834 > | ThresholdAmount |
| typedef Field< int, 835 > | PegMoveType |
| typedef Field< int, 836 > | PegOffsetType |
| typedef Field< int, 837 > | PegLimitType |
| typedef Field< int, 838 > | PegRoundDirection |
| typedef Field< price, 839 > | PeggedPrice |
| typedef Field< int, 840 > | PegScope |
| typedef Field< int, 841 > | DiscretionMoveType |
| typedef Field< int, 842 > | DiscretionOffsetType |
| typedef Field< int, 843 > | DiscretionLimitType |
| typedef Field< int, 844 > | DiscretionRoundDirection |
| typedef Field< price, 845 > | DiscretionPrice |
| typedef Field< int, 846 > | DiscretionScope |
| typedef Field< int, 847 > | TargetStrategy |
| typedef Field< f8String, 848 > | TargetStrategyParameters |
| typedef Field< Percentage, 849 > | ParticipationRate |
| typedef Field< double, 850 > | TargetStrategyPerformance |
| typedef Field< int, 851 > | LastLiquidityInd |
| typedef Field< Boolean, 852 > | PublishTrdIndicator |
| typedef Field< int, 853 > | ShortSaleReason |
| typedef Field< int, 854 > | QtyType |
| typedef Field< int, 855 > | SecondaryTrdType |
| typedef Field< int, 856 > | TradeReportType |
| typedef Field< int, 857 > | AllocNoOrdersType |
| typedef Field< Amt, 858 > | SharedCommission |
| typedef Field< f8String, 859 > | ConfirmReqID |
| typedef Field< price, 860 > | AvgParPx |
| typedef Field< price, 861 > | ReportedPx |
| typedef Field< Qty, 863 > | OrderCapacityQty |
| typedef Field< int, 865 > | EventType |
| typedef Field< LocalMktDate, 866 > | EventDate |
| typedef Field< price, 867 > | EventPx |
| typedef Field< f8String, 868 > | EventText |
| typedef Field< Percentage, 869 > | PctAtRisk |
| typedef Field< int, 871 > | InstrAttribType |
| typedef Field< f8String, 872 > | InstrAttribValue |
| typedef Field< LocalMktDate, 873 > | DatedDate |
| typedef Field< LocalMktDate, 874 > | InterestAccrualDate |
| typedef Field< int, 875 > | CPProgram |
| typedef Field< f8String, 876 > | CPRegType |
| typedef Field< f8String, 877 > | UnderlyingCPProgram |
| typedef Field< f8String, 878 > | UnderlyingCPRegType |
| typedef Field< Qty, 879 > | UnderlyingQty |
| typedef Field< f8String, 880 > | TrdMatchID |
| typedef Field< f8String, 881 > | SecondaryTradeReportRefID |
| typedef Field< price, 882 > | UnderlyingDirtyPrice |
| typedef Field< price, 883 > | UnderlyingEndPrice |
| typedef Field< Amt, 884 > | UnderlyingStartValue |
| typedef Field< Amt, 885 > | UnderlyingCurrentValue |
| typedef Field< Amt, 886 > | UnderlyingEndValue |
| typedef Field< f8String, 888 > | UnderlyingStipType |
| typedef Field< f8String, 889 > | UnderlyingStipValue |
| typedef Field< Amt, 890 > | MaturityNetMoney |
| typedef Field< int, 891 > | MiscFeeBasis |
| typedef Field< int, 892 > | TotNoAllocs |
| typedef Field< Boolean, 893 > | LastFragment |
| typedef Field< f8String, 894 > | CollReqID |
| typedef Field< int, 895 > | CollAsgnReason |
| typedef Field< int, 896 > | CollInquiryQualifier |
| typedef Field< Percentage, 898 > | MarginRatio |
| typedef Field< Amt, 899 > | MarginExcess |
| typedef Field< Amt, 900 > | TotalNetValue |
| typedef Field< Amt, 901 > | CashOutstanding |
| typedef Field< f8String, 902 > | CollAsgnID |
| typedef Field< int, 903 > | CollAsgnTransType |
| typedef Field< f8String, 904 > | CollRespID |
| typedef Field< int, 905 > | CollAsgnRespType |
| typedef Field< int, 906 > | CollAsgnRejectReason |
| typedef Field< f8String, 907 > | CollAsgnRefID |
| typedef Field< f8String, 908 > | CollRptID |
| typedef Field< f8String, 909 > | CollInquiryID |
| typedef Field< int, 910 > | CollStatus |
| typedef Field< int, 911 > | TotNumReports |
| typedef Field< Boolean, 912 > | LastRptRequested |
| typedef Field< f8String, 913 > | AgreementDesc |
| typedef Field< f8String, 914 > | AgreementID |
| typedef Field< LocalMktDate, 915 > | AgreementDate |
| typedef Field< LocalMktDate, 916 > | StartDate |
| typedef Field< LocalMktDate, 917 > | EndDate |
| typedef Field< currency, 918 > | AgreementCurrency |
| typedef Field< int, 919 > | DeliveryType |
| typedef Field< Amt, 920 > | EndAccruedInterestAmt |
| typedef Field< Amt, 921 > | StartCash |
| typedef Field< Amt, 922 > | EndCash |
| typedef Field< f8String, 923 > | UserRequestID |
| typedef Field< int, 924 > | UserRequestType |
| typedef Field< f8String, 925 > | NewPassword |
| typedef Field< int, 926 > | UserStatus |
| typedef Field< f8String, 927 > | UserStatusText |
| typedef Field< int, 928 > | StatusValue |
| typedef Field< f8String, 929 > | StatusText |
| typedef Field< f8String, 930 > | RefCompID |
| typedef Field< f8String, 931 > | RefSubID |
| typedef Field< f8String, 932 > | NetworkResponseID |
| typedef Field< f8String, 933 > | NetworkRequestID |
| typedef Field< f8String, 934 > | LastNetworkResponseID |
| typedef Field< int, 935 > | NetworkRequestType |
| typedef Field< int, 937 > | NetworkStatusResponseType |
| typedef Field< int, 939 > | TrdRptStatus |
| typedef Field< int, 940 > | AffirmStatus |
| typedef Field< currency, 941 > | UnderlyingStrikeCurrency |
| typedef Field< currency, 942 > | LegStrikeCurrency |
| typedef Field< f8String, 943 > | TimeBracket |
| typedef Field< int, 944 > | CollAction |
| typedef Field< int, 945 > | CollInquiryStatus |
| typedef Field< int, 946 > | CollInquiryResult |
| typedef Field< currency, 947 > | StrikeCurrency |
| typedef Field< f8String, 949 > | Nested3PartyID |
| typedef Field< char, 950 > | Nested3PartyIDSource |
| typedef Field< int, 951 > | Nested3PartyRole |
| typedef Field< f8String, 953 > | Nested3PartySubID |
| typedef Field< int, 954 > | Nested3PartySubIDType |
| typedef Field< MonthYear, 955 > | LegContractSettlMonth |
| typedef Field< LocalMktDate, 956 > | LegInterestAccrualDate |
| typedef Field< f8String, 958 > | StrategyParameterName |
| typedef Field< int, 959 > | StrategyParameterType |
| typedef Field< f8String, 960 > | StrategyParameterValue |
| typedef Field< f8String, 961 > | HostCrossID |
| typedef Field< UTCTimestamp, 962 > | SideTimeInForce |
| typedef Field< int, 963 > | MDReportID |
| typedef Field< int, 964 > | SecurityReportID |
| typedef Field< f8String, 965 > | SecurityStatusID |
| typedef Field< f8String, 966 > | SettleOnOpenFlag |
| typedef Field< double, 967 > | StrikeMultiplier |
| typedef Field< double, 968 > | StrikeValue |
| typedef Field< double, 969 > | MinPriceIncrement |
| typedef Field< int, 970 > | PositionLimit |
| typedef Field< int, 971 > | NTPositionLimit |
| typedef Field< Percentage, 972 > | UnderlyingAllocationPercent |
| typedef Field< Amt, 973 > | UnderlyingCashAmount |
| typedef Field< f8String, 974 > | UnderlyingCashType |
| typedef Field< int, 975 > | UnderlyingSettlementType |
| typedef Field< LocalMktDate, 976 > | QuantityDate |
| typedef Field< f8String, 977 > | ContIntRptID |
| typedef Field< Boolean, 978 > | LateIndicator |
| typedef Field< f8String, 979 > | InputSource |
| typedef Field< char, 980 > | SecurityUpdateAction |
| typedef Field< int, 982 > | ExpirationQtyType |
| typedef Field< Qty, 983 > | ExpQty |
| typedef Field< Amt, 985 > | UnderlyingPayAmount |
| typedef Field< Amt, 986 > | UnderlyingCollectAmount |
| typedef Field< LocalMktDate, 987 > | UnderlyingSettlementDate |
| typedef Field< f8String, 988 > | UnderlyingSettlementStatus |
| typedef Field< f8String, 989 > | SecondaryIndividualAllocID |
| typedef Field< f8String, 990 > | LegReportID |
| typedef Field< price, 991 > | RndPx |
| typedef Field< int, 992 > | IndividualAllocType |
| typedef Field< f8String, 993 > | AllocCustomerCapacity |
| typedef Field< f8String, 994 > | TierCode |
| typedef Field< f8String, 996 > | UnitOfMeasure |
| typedef Field< f8String, 997 > | TimeUnit |
| typedef Field< f8String, 998 > | UnderlyingUnitOfMeasure |
| typedef Field< f8String, 999 > | LegUnitOfMeasure |
| typedef Field< f8String, 1000 > | UnderlyingTimeUnit |
| typedef Field< f8String, 1001 > | LegTimeUnit |
| typedef Field< int, 1002 > | AllocMethod |
| typedef Field< f8String, 1003 > | TradeID |
| typedef Field< f8String, 1005 > | SideTradeReportID |
| typedef Field< f8String, 1006 > | SideFillStationCd |
| typedef Field< f8String, 1007 > | SideReasonCd |
| typedef Field< int, 1008 > | SideTrdSubTyp |
| typedef Field< int, 1009 > | SideLastQty |
| typedef Field< f8String, 1011 > | MessageEventSource |
| typedef Field< UTCTimestamp, 1012 > | SideTrdRegTimestamp |
| typedef Field< int, 1013 > | SideTrdRegTimestampType |
| typedef Field< f8String, 1014 > | SideTrdRegTimestampSrc |
| typedef Field< char, 1015 > | AsOfIndicator |
| typedef Field< double, 1017 > | LegOptionRatio |
| typedef Field< f8String, 1019 > | InstrumentPartyID |
| typedef Field< Qty, 1020 > | TradeVolume |
| typedef Field< int, 1021 > | MDBookType |
| typedef Field< f8String, 1022 > | MDFeedType |
| typedef Field< int, 1023 > | MDPriceLevel |
| typedef Field< int, 1024 > | MDOriginType |
| typedef Field< price, 1025 > | FirstPx |
| typedef Field< double, 1026 > | MDEntrySpotRate |
| typedef Field< PriceOffset, 1027 > | MDEntryForwardPoints |
| typedef Field< Boolean, 1028 > | ManualOrderIndicator |
| typedef Field< Boolean, 1029 > | CustDirectedOrder |
| typedef Field< f8String, 1030 > | ReceivedDeptID |
typedef Field
< MultipleStringValue, 1031 > | CustOrderHandlingInst |
| typedef Field< int, 1032 > | OrderHandlingInstSource |
| typedef Field< f8String, 1033 > | DeskType |
| typedef Field< int, 1034 > | DeskTypeSource |
typedef Field
< MultipleStringValue, 1035 > | DeskOrderHandlingInst |
| typedef Field< char, 1036 > | ExecAckStatus |
| typedef Field< Amt, 1037 > | UnderlyingDeliveryAmount |
| typedef Field< Amt, 1038 > | UnderlyingCapValue |
| typedef Field< f8String, 1039 > | UnderlyingSettlMethod |
| typedef Field< f8String, 1040 > | SecondaryTradeID |
| typedef Field< f8String, 1041 > | FirmTradeID |
| typedef Field< f8String, 1042 > | SecondaryFirmTradeID |
| typedef Field< int, 1043 > | CollApplType |
| typedef Field< Qty, 1044 > | UnderlyingAdjustedQuantity |
| typedef Field< double, 1045 > | UnderlyingFXRate |
| typedef Field< char, 1046 > | UnderlyingFXRateCalc |
| typedef Field< char, 1047 > | AllocPositionEffect |
| typedef Field< char, 1048 > | DealingCapacity |
| typedef Field< char, 1049 > | InstrmtAssignmentMethod |
| typedef Field< char, 1050 > | InstrumentPartyIDSource |
| typedef Field< int, 1051 > | InstrumentPartyRole |
| typedef Field< f8String, 1053 > | InstrumentPartySubID |
| typedef Field< int, 1054 > | InstrumentPartySubIDType |
| typedef Field< f8String, 1055 > | PositionCurrency |
| typedef Field< Qty, 1056 > | CalculatedCcyLastQty |
| typedef Field< Boolean, 1057 > | AggressorIndicator |
| typedef Field< f8String, 1059 > | UnderlyingInstrumentPartyID |
| typedef Field< char, 1060 > | UnderlyingInstrumentPartyIDSource |
| typedef Field< int, 1061 > | UnderlyingInstrumentPartyRole |
| typedef Field< f8String, 1063 > | UnderlyingInstrumentPartySubID |
| typedef Field< int, 1064 > | UnderlyingInstrumentPartySubIDType |
| typedef Field< PriceOffset, 1065 > | BidSwapPoints |
| typedef Field< PriceOffset, 1066 > | OfferSwapPoints |
| typedef Field< PriceOffset, 1067 > | LegBidForwardPoints |
| typedef Field< PriceOffset, 1068 > | LegOfferForwardPoints |
| typedef Field< PriceOffset, 1069 > | SwapPoints |
| typedef Field< int, 1070 > | MDQuoteType |
| typedef Field< PriceOffset, 1071 > | LastSwapPoints |
| typedef Field< Amt, 1072 > | SideGrossTradeAmt |
| typedef Field< PriceOffset, 1073 > | LegLastForwardPoints |
| typedef Field< Qty, 1074 > | LegCalculatedCcyLastQty |
| typedef Field< Amt, 1075 > | LegGrossTradeAmt |
| typedef Field< TZTimeOnly, 1079 > | MaturityTime |
| typedef Field< f8String, 1080 > | RefOrderID |
| typedef Field< char, 1081 > | RefOrderIDSource |
| typedef Field< Qty, 1082 > | SecondaryDisplayQty |
| typedef Field< char, 1083 > | DisplayWhen |
| typedef Field< char, 1084 > | DisplayMethod |
| typedef Field< Qty, 1085 > | DisplayLowQty |
| typedef Field< Qty, 1086 > | DisplayHighQty |
| typedef Field< Qty, 1087 > | DisplayMinIncr |
| typedef Field< Qty, 1088 > | RefreshQty |
| typedef Field< Qty, 1089 > | MatchIncrement |
| typedef Field< int, 1090 > | MaxPriceLevels |
| typedef Field< Boolean, 1091 > | PreTradeAnonymity |
| typedef Field< char, 1092 > | PriceProtectionScope |
| typedef Field< char, 1093 > | LotType |
| typedef Field< int, 1094 > | PegPriceType |
| typedef Field< price, 1095 > | PeggedRefPrice |
| typedef Field< f8String, 1096 > | PegSecurityIDSource |
| typedef Field< f8String, 1097 > | PegSecurityID |
| typedef Field< f8String, 1098 > | PegSymbol |
| typedef Field< f8String, 1099 > | PegSecurityDesc |
| typedef Field< char, 1100 > | TriggerType |
| typedef Field< char, 1101 > | TriggerAction |
| typedef Field< price, 1102 > | TriggerPrice |
| typedef Field< f8String, 1103 > | TriggerSymbol |
| typedef Field< f8String, 1104 > | TriggerSecurityID |
| typedef Field< f8String, 1105 > | TriggerSecurityIDSource |
| typedef Field< f8String, 1106 > | TriggerSecurityDesc |
| typedef Field< char, 1107 > | TriggerPriceType |
| typedef Field< char, 1108 > | TriggerPriceTypeScope |
| typedef Field< char, 1109 > | TriggerPriceDirection |
| typedef Field< price, 1110 > | TriggerNewPrice |
| typedef Field< char, 1111 > | TriggerOrderType |
| typedef Field< Qty, 1112 > | TriggerNewQty |
| typedef Field< f8String, 1113 > | TriggerTradingSessionID |
| typedef Field< f8String, 1114 > | TriggerTradingSessionSubID |
| typedef Field< char, 1115 > | OrderCategory |
| typedef Field< f8String, 1117 > | RootPartyID |
| typedef Field< char, 1118 > | RootPartyIDSource |
| typedef Field< int, 1119 > | RootPartyRole |
| typedef Field< f8String, 1121 > | RootPartySubID |
| typedef Field< int, 1122 > | RootPartySubIDType |
| typedef Field< char, 1123 > | TradeHandlingInstr |
| typedef Field< char, 1124 > | OrigTradeHandlingInstr |
| typedef Field< LocalMktDate, 1125 > | OrigTradeDate |
| typedef Field< f8String, 1126 > | OrigTradeID |
| typedef Field< f8String, 1127 > | OrigSecondaryTradeID |
| typedef Field< f8String, 1128 > | ApplVerID |
| typedef Field< f8String, 1129 > | CstmApplVerID |
| typedef Field< f8String, 1130 > | RefApplVerID |
| typedef Field< f8String, 1131 > | RefCstmApplVerID |
| typedef Field< TZTimestamp, 1132 > | TZTransactTime |
| typedef Field< char, 1133 > | ExDestinationIDSource |
| typedef Field< Boolean, 1134 > | ReportedPxDiff |
| typedef Field< f8String, 1135 > | RptSys |
| typedef Field< f8String, 1136 > | AllocClearingFeeIndicator |
| typedef Field< f8String, 1137 > | DefaultApplVerID |
| typedef Field< Qty, 1138 > | DisplayQty |
| typedef Field< f8String, 1139 > | ExchangeSpecialInstructions |
| typedef Field< Qty, 1140 > | MaxTradeVol |
| typedef Field< f8String, 1142 > | MatchAlgorithm |
| typedef Field< double, 1143 > | MaxPriceVariation |
| typedef Field< int, 1144 > | ImpliedMarketIndicator |
| typedef Field< UTCTimestamp, 1145 > | EventTime |
| typedef Field< Amt, 1146 > | MinPriceIncrementAmount |
| typedef Field< Qty, 1147 > | UnitOfMeasureQty |
| typedef Field< price, 1148 > | LowLimitPrice |
| typedef Field< price, 1149 > | HighLimitPrice |
| typedef Field< price, 1150 > | TradingReferencePrice |
| typedef Field< f8String, 1151 > | SecurityGroup |
| typedef Field< int, 1152 > | LegNumber |
| typedef Field< int, 1153 > | SettlementCycleNo |
| typedef Field< currency, 1154 > | SideCurrency |
| typedef Field< currency, 1155 > | SideSettlCurrency |
| typedef Field< Amt, 1157 > | CcyAmt |
| typedef Field< int, 1159 > | SettlObligMode |
| typedef Field< f8String, 1160 > | SettlObligMsgID |
| typedef Field< f8String, 1161 > | SettlObligID |
| typedef Field< char, 1162 > | SettlObligTransType |
| typedef Field< f8String, 1163 > | SettlObligRefID |
| typedef Field< char, 1164 > | SettlObligSource |
| typedef Field< f8String, 1166 > | QuoteMsgID |
| typedef Field< int, 1167 > | QuoteEntryStatus |
| typedef Field< int, 1168 > | TotNoCxldQuotes |
| typedef Field< int, 1169 > | TotNoAccQuotes |
| typedef Field< int, 1170 > | TotNoRejQuotes |
| typedef Field< Boolean, 1171 > | PrivateQuote |
| typedef Field< int, 1172 > | RespondentType |
| typedef Field< int, 1173 > | MDSubBookType |
| typedef Field< int, 1174 > | SecurityTradingEvent |
| typedef Field< int, 1176 > | StatsType |
| typedef Field< int, 1178 > | MDSecSizeType |
| typedef Field< Qty, 1179 > | MDSecSize |
| typedef Field< f8String, 1180 > | ApplID |
| typedef Field< SeqNum, 1181 > | ApplSeqNum |
| typedef Field< SeqNum, 1182 > | ApplBegSeqNum |
| typedef Field< SeqNum, 1183 > | ApplEndSeqNum |
| typedef Field< Length, 1184 > | SecurityXMLLen |
| typedef Field< XMLData, 1185 > | SecurityXML |
| typedef Field< f8String, 1186 > | SecurityXMLSchema |
| typedef Field< Boolean, 1187 > | RefreshIndicator |
| typedef Field< double, 1188 > | Volatility |
| typedef Field< double, 1189 > | TimeToExpiration |
| typedef Field< double, 1190 > | RiskFreeRate |
| typedef Field< f8String, 1191 > | PriceUnitOfMeasure |
| typedef Field< Qty, 1192 > | PriceUnitOfMeasureQty |
| typedef Field< char, 1193 > | SettlMethod |
| typedef Field< int, 1194 > | ExerciseStyle |
| typedef Field< Amt, 1195 > | OptPayoutAmount |
| typedef Field< f8String, 1196 > | PriceQuoteMethod |
| typedef Field< f8String, 1197 > | ValuationMethod |
| typedef Field< int, 1198 > | ListMethod |
| typedef Field< price, 1199 > | CapPrice |
| typedef Field< price, 1200 > | FloorPrice |
| typedef Field< price, 1202 > | StartStrikePxRange |
| typedef Field< price, 1203 > | EndStrikePxRange |
| typedef Field< double, 1204 > | StrikeIncrement |
| typedef Field< price, 1206 > | StartTickPriceRange |
| typedef Field< price, 1207 > | EndTickPriceRange |
| typedef Field< price, 1208 > | TickIncrement |
| typedef Field< int, 1209 > | TickRuleType |
| typedef Field< int, 1210 > | NestedInstrAttribType |
| typedef Field< f8String, 1211 > | NestedInstrAttribValue |
| typedef Field< TZTimeOnly, 1212 > | LegMaturityTime |
| typedef Field< TZTimeOnly, 1213 > | UnderlyingMaturityTime |
| typedef Field< f8String, 1214 > | DerivativeSymbol |
| typedef Field< f8String, 1215 > | DerivativeSymbolSfx |
| typedef Field< f8String, 1216 > | DerivativeSecurityID |
| typedef Field< f8String, 1217 > | DerivativeSecurityIDSource |
| typedef Field< f8String, 1219 > | DerivativeSecurityAltID |
| typedef Field< f8String, 1220 > | DerivativeSecurityAltIDSource |
| typedef Field< price, 1221 > | SecondaryLowLimitPrice |
| typedef Field< f8String, 1222 > | MaturityRuleID |
| typedef Field< f8String, 1223 > | StrikeRuleID |
| typedef Field< Qty, 1224 > | LegUnitOfMeasureQty |
| typedef Field< Amt, 1225 > | DerivativeOptPayAmount |
| typedef Field< MonthYear, 1226 > | EndMaturityMonthYear |
| typedef Field< f8String, 1227 > | ProductComplex |
| typedef Field< f8String, 1228 > | DerivativeProductComplex |
| typedef Field< int, 1229 > | MaturityMonthYearIncrement |
| typedef Field< price, 1230 > | SecondaryHighLimitPrice |
| typedef Field< Qty, 1231 > | MinLotSize |
| typedef Field< price, 1240 > | SecondaryTradingReferencePrice |
| typedef Field< MonthYear, 1241 > | StartMaturityMonthYear |
| typedef Field< Boolean, 1242 > | FlexProductEligibilityIndicator |
| typedef Field< Boolean, 1243 > | DerivFlexProductEligibilityIndicator |
| typedef Field< Boolean, 1244 > | FlexibleIndicator |
| typedef Field< currency, 1245 > | TradingCurrency |
| typedef Field< int, 1246 > | DerivativeProduct |
| typedef Field< f8String, 1247 > | DerivativeSecurityGroup |
| typedef Field< f8String, 1248 > | DerivativeCFICode |
| typedef Field< f8String, 1249 > | DerivativeSecurityType |
| typedef Field< f8String, 1250 > | DerivativeSecuritySubType |
| typedef Field< MonthYear, 1251 > | DerivativeMaturityMonthYear |
| typedef Field< LocalMktDate, 1252 > | DerivativeMaturityDate |
| typedef Field< TZTimeOnly, 1253 > | DerivativeMaturityTime |
| typedef Field< f8String, 1254 > | DerivativeSettleOnOpenFlag |
| typedef Field< char, 1255 > | DerivativeInstrmtAssignmentMethod |
| typedef Field< f8String, 1256 > | DerivativeSecurityStatus |
| typedef Field< f8String, 1257 > | DerivativeInstrRegistry |
| typedef Field< country, 1258 > | DerivativeCountryOfIssue |
| typedef Field< f8String, 1259 > | DerivativeStateOrProvinceOfIssue |
| typedef Field< f8String, 1260 > | DerivativeLocaleOfIssue |
| typedef Field< price, 1261 > | DerivativeStrikePrice |
| typedef Field< currency, 1262 > | DerivativeStrikeCurrency |
| typedef Field< double, 1263 > | DerivativeStrikeMultiplier |
| typedef Field< double, 1264 > | DerivativeStrikeValue |
| typedef Field< char, 1265 > | DerivativeOptAttribute |
| typedef Field< double, 1266 > | DerivativeContractMultiplier |
| typedef Field< double, 1267 > | DerivativeMinPriceIncrement |
| typedef Field< Amt, 1268 > | DerivativeMinPriceIncrementAmount |
| typedef Field< f8String, 1269 > | DerivativeUnitOfMeasure |
| typedef Field< Qty, 1270 > | DerivativeUnitOfMeasureQty |
| typedef Field< f8String, 1271 > | DerivativeTimeUnit |
| typedef Field< Exchange, 1272 > | DerivativeSecurityExchange |
| typedef Field< int, 1273 > | DerivativePositionLimit |
| typedef Field< int, 1274 > | DerivativeNTPositionLimit |
| typedef Field< f8String, 1275 > | DerivativeIssuer |
| typedef Field< LocalMktDate, 1276 > | DerivativeIssueDate |
| typedef Field< Length, 1277 > | DerivativeEncodedIssuerLen |
| typedef Field< data, 1278 > | DerivativeEncodedIssuer |
| typedef Field< f8String, 1279 > | DerivativeSecurityDesc |
| typedef Field< Length, 1280 > | DerivativeEncodedSecurityDescLen |
| typedef Field< data, 1281 > | DerivativeEncodedSecurityDesc |
| typedef Field< Length, 1282 > | DerivativeSecurityXMLLen |
| typedef Field< data, 1283 > | DerivativeSecurityXML |
| typedef Field< f8String, 1284 > | DerivativeSecurityXMLSchema |
| typedef Field< MonthYear, 1285 > | DerivativeContractSettlMonth |
| typedef Field< int, 1287 > | DerivativeEventType |
| typedef Field< LocalMktDate, 1288 > | DerivativeEventDate |
| typedef Field< UTCTimestamp, 1289 > | DerivativeEventTime |
| typedef Field< price, 1290 > | DerivativeEventPx |
| typedef Field< f8String, 1291 > | DerivativeEventText |
| typedef Field< f8String, 1293 > | DerivativeInstrumentPartyID |
| typedef Field< f8String, 1294 > | DerivativeInstrumentPartyIDSource |
| typedef Field< int, 1295 > | DerivativeInstrumentPartyRole |
| typedef Field< f8String, 1297 > | DerivativeInstrumentPartySubID |
| typedef Field< int, 1298 > | DerivativeInstrumentPartySubIDType |
| typedef Field< char, 1299 > | DerivativeExerciseStyle |
| typedef Field< f8String, 1300 > | MarketSegmentID |
| typedef Field< Exchange, 1301 > | MarketID |
| typedef Field< int, 1302 > | MaturityMonthYearIncrementUnits |
| typedef Field< int, 1303 > | MaturityMonthYearFormat |
| typedef Field< int, 1304 > | StrikeExerciseStyle |
| typedef Field< int, 1305 > | SecondaryPriceLimitType |
| typedef Field< int, 1306 > | PriceLimitType |
| typedef Field< char, 1308 > | ExecInstValue |
| typedef Field< int, 1313 > | DerivativeInstrAttribType |
| typedef Field< f8String, 1314 > | DerivativeInstrAttribValue |
| typedef Field< f8String, 1315 > | DerivativePriceUnitOfMeasure |
| typedef Field< Qty, 1316 > | DerivativePriceUnitOfMeasureQty |
| typedef Field< char, 1317 > | DerivativeSettlMethod |
| typedef Field< f8String, 1318 > | DerivativePriceQuoteMethod |
| typedef Field< f8String, 1319 > | DerivativeValuationMethod |
| typedef Field< int, 1320 > | DerivativeListMethod |
| typedef Field< price, 1321 > | DerivativeCapPrice |
| typedef Field< price, 1322 > | DerivativeFloorPrice |
| typedef Field< int, 1323 > | DerivativePutOrCall |
| typedef Field< char, 1324 > | ListUpdateAction |
| typedef Field< f8String, 1325 > | ParentMktSegmID |
| typedef Field< f8String, 1326 > | TradingSessionDesc |
| typedef Field< char, 1327 > | TradSesUpdateAction |
| typedef Field< f8String, 1328 > | RejectText |
| typedef Field< double, 1329 > | FeeMultiplier |
| typedef Field< f8String, 1330 > | UnderlyingLegSymbol |
| typedef Field< f8String, 1331 > | UnderlyingLegSymbolSfx |
| typedef Field< f8String, 1332 > | UnderlyingLegSecurityID |
| typedef Field< f8String, 1333 > | UnderlyingLegSecurityIDSource |
| typedef Field< f8String, 1335 > | UnderlyingLegSecurityAltID |
| typedef Field< f8String, 1336 > | UnderlyingLegSecurityAltIDSource |
| typedef Field< f8String, 1337 > | UnderlyingLegSecurityType |
| typedef Field< f8String, 1338 > | UnderlyingLegSecuritySubType |
| typedef Field< MonthYear, 1339 > | UnderlyingLegMaturityMonthYear |
| typedef Field< price, 1340 > | UnderlyingLegStrikePrice |
| typedef Field< f8String, 1341 > | UnderlyingLegSecurityExchange |
| typedef Field< int, 1343 > | UnderlyingLegPutOrCall |
| typedef Field< f8String, 1344 > | UnderlyingLegCFICode |
| typedef Field< LocalMktDate, 1345 > | UnderlyingLegMaturityDate |
| typedef Field< f8String, 1346 > | ApplReqID |
| typedef Field< int, 1347 > | ApplReqType |
| typedef Field< int, 1348 > | ApplResponseType |
| typedef Field< int, 1349 > | ApplTotalMessageCount |
| typedef Field< SeqNum, 1350 > | ApplLastSeqNum |
| typedef Field< Boolean, 1352 > | ApplResendFlag |
| typedef Field< f8String, 1353 > | ApplResponseID |
| typedef Field< int, 1354 > | ApplResponseError |
| typedef Field< f8String, 1355 > | RefApplID |
| typedef Field< f8String, 1356 > | ApplReportID |
| typedef Field< SeqNum, 1357 > | RefApplLastSeqNum |
| typedef Field< int, 1358 > | LegPutOrCall |
| typedef Field< int, 1361 > | TotNoFills |
| typedef Field< f8String, 1363 > | FillExecID |
| typedef Field< price, 1364 > | FillPx |
| typedef Field< Qty, 1365 > | FillQty |
| typedef Field< f8String, 1366 > | LegAllocID |
| typedef Field< currency, 1367 > | LegAllocSettlCurrency |
| typedef Field< int, 1368 > | TradSesEvent |
| typedef Field< f8String, 1369 > | MassActionReportID |
| typedef Field< f8String, 1371 > | NotAffectedOrderID |
| typedef Field< f8String, 1372 > | NotAffOrigClOrdID |
| typedef Field< int, 1373 > | MassActionType |
| typedef Field< int, 1374 > | MassActionScope |
| typedef Field< int, 1375 > | MassActionResponse |
| typedef Field< int, 1376 > | MassActionRejectReason |
| typedef Field< int, 1377 > | MultilegModel |
| typedef Field< int, 1378 > | MultilegPriceMethod |
| typedef Field< double, 1379 > | LegVolatility |
| typedef Field< Percentage, 1380 > | DividendYield |
| typedef Field< Percentage, 1381 > | LegDividendYield |
| typedef Field< double, 1382 > | CurrencyRatio |
| typedef Field< double, 1383 > | LegCurrencyRatio |
typedef Field
< MultipleCharValue, 1384 > | LegExecInst |
| typedef Field< int, 1385 > | ContingencyType |
| typedef Field< int, 1386 > | ListRejectReason |
| typedef Field< int, 1388 > | TrdRepPartyRole |
| typedef Field< Boolean, 1389 > | TrdRepIndicator |
| typedef Field< int, 1390 > | TradePublishIndicator |
| typedef Field< char, 1391 > | UnderlyingLegOptAttribute |
| typedef Field< f8String, 1392 > | UnderlyingLegSecurityDesc |
| typedef Field< f8String, 1393 > | MarketReqID |
| typedef Field< f8String, 1394 > | MarketReportID |
| typedef Field< char, 1395 > | MarketUpdateAction |
| typedef Field< f8String, 1396 > | MarketSegmentDesc |
| typedef Field< Length, 1397 > | EncodedMktSegmDescLen |
| typedef Field< data, 1398 > | EncodedMktSegmDesc |
| typedef Field< SeqNum, 1399 > | ApplNewSeqNum |
| typedef Field< int, 1400 > | EncryptedPasswordMethod |
| typedef Field< Length, 1401 > | EncryptedPasswordLen |
| typedef Field< data, 1402 > | EncryptedPassword |
| typedef Field< Length, 1403 > | EncryptedNewPasswordLen |
| typedef Field< data, 1404 > | EncryptedNewPassword |
| typedef Field< TZTimeOnly, 1405 > | UnderlyingLegMaturityTime |
| typedef Field< int, 1406 > | RefApplExtID |
| typedef Field< int, 1411 > | Nested4PartySubIDType |
| typedef Field< f8String, 1412 > | Nested4PartySubID |
| typedef Field< f8String, 1415 > | Nested4PartyID |
| typedef Field< char, 1416 > | Nested4PartyIDSource |
| typedef Field< int, 1417 > | Nested4PartyRole |
| typedef Field< Qty, 1418 > | LegLastQty |
| typedef Field< int, 1419 > | UnderlyingExerciseStyle |
| typedef Field< int, 1420 > | LegExerciseStyle |
| typedef Field< f8String, 1421 > | LegPriceUnitOfMeasure |
| typedef Field< Qty, 1422 > | LegPriceUnitOfMeasureQty |
| typedef Field< Qty, 1423 > | UnderlyingUnitOfMeasureQty |
| typedef Field< f8String, 1424 > | UnderlyingPriceUnitOfMeasure |
| typedef Field< Qty, 1425 > | UnderlyingPriceUnitOfMeasureQty |
| typedef Field< int, 1426 > | ApplReportType |
| typedef Field< f8String, 1427 > | SideExecID |
| typedef Field< int, 1428 > | OrderDelay |
| typedef Field< int, 1429 > | OrderDelayUnit |
| typedef Field< char, 1430 > | VenueType |
| typedef Field< int, 1431 > | RefOrdIDReason |
| typedef Field< int, 1432 > | OrigCustOrderCapacity |
| typedef Field< f8String, 1433 > | RefApplReqID |
| typedef Field< int, 1434 > | ModelType |
| typedef Field< int, 1435 > | ContractMultiplierUnit |
| typedef Field< int, 1436 > | LegContractMultiplierUnit |
| typedef Field< int, 1437 > | UnderlyingContractMultiplierUnit |
| typedef Field< int, 1438 > | DerivativeContractMultiplierUnit |
| typedef Field< int, 1439 > | FlowScheduleType |
| typedef Field< int, 1440 > | LegFlowScheduleType |
| typedef Field< int, 1441 > | UnderlyingFlowScheduleType |
| typedef Field< int, 1442 > | DerivativeFlowScheduleType |
| typedef Field< int, 1443 > | FillLiquidityInd |
| typedef Field< int, 1444 > | SideLiquidityInd |
| typedef Field< int, 1446 > | RateSource |
| typedef Field< int, 1447 > | RateSourceType |
| typedef Field< f8String, 1448 > | ReferencePage |
| typedef Field< f8String, 1449 > | RestructuringType |
| typedef Field< f8String, 1450 > | Seniority |
| typedef Field< Percentage, 1451 > | NotionalPercentageOutstanding |
| typedef Field< Percentage, 1452 > | OriginalNotionalPercentageOutstanding |
| typedef Field< f8String, 1453 > | UnderlyingRestructuringType |
| typedef Field< f8String, 1454 > | UnderlyingSeniority |
| typedef Field< Percentage, 1455 > | UnderlyingNotionalPercentageOutstanding |
| typedef Field< Percentage, 1456 > | UnderlyingOriginalNotionalPercentageOutstanding |
| typedef Field< Percentage, 1457 > | AttachmentPoint |
| typedef Field< Percentage, 1458 > | DetachmentPoint |
| typedef Field< Percentage, 1459 > | UnderlyingAttachmentPoint |
| typedef Field< Percentage, 1460 > | UnderlyingDetachmentPoint |
| typedef Field< f8String, 1462 > | TargetPartyID |
| typedef Field< char, 1463 > | TargetPartyIDSource |
| typedef Field< int, 1464 > | TargetPartyRole |
| typedef Field< f8String, 1465 > | SecurityListID |
| typedef Field< f8String, 1466 > | SecurityListRefID |
| typedef Field< f8String, 1467 > | SecurityListDesc |
| typedef Field< Length, 1468 > | EncodedSecurityListDescLen |
| typedef Field< data, 1469 > | EncodedSecurityListDesc |
| typedef Field< int, 1470 > | SecurityListType |
| typedef Field< int, 1471 > | SecurityListTypeSource |
| typedef Field< f8String, 1472 > | NewsID |
| typedef Field< int, 1473 > | NewsCategory |
| typedef Field< Language, 1474 > | LanguageCode |
| typedef Field< f8String, 1476 > | NewsRefID |
| typedef Field< int, 1477 > | NewsRefType |
| typedef Field< int, 1478 > | StrikePriceDeterminationMethod |
| typedef Field< int, 1479 > | StrikePriceBoundaryMethod |
| typedef Field< Percentage, 1480 > | StrikePriceBoundaryPrecision |
| typedef Field< int, 1481 > | UnderlyingPriceDeterminationMethod |
| typedef Field< int, 1482 > | OptPayoutType |
| typedef Field< int, 1484 > | ComplexEventType |
| typedef Field< Amt, 1485 > | ComplexOptPayoutAmount |
| typedef Field< price, 1486 > | ComplexEventPrice |
| typedef Field< int, 1487 > | ComplexEventPriceBoundaryMethod |
| typedef Field< Percentage, 1488 > | ComplexEventPriceBoundaryPrecision |
| typedef Field< int, 1489 > | ComplexEventPriceTimeType |
| typedef Field< int, 1490 > | ComplexEventCondition |
| typedef Field< UTCTimestamp, 1492 > | ComplexEventStartDate |
| typedef Field< UTCTimestamp, 1493 > | ComplexEventEndDate |
| typedef Field< UTCTimeOnly, 1495 > | ComplexEventStartTime |
| typedef Field< UTCTimeOnly, 1496 > | ComplexEventEndTime |
| typedef Field< f8String, 1497 > | StreamAsgnReqID |
| typedef Field< int, 1498 > | StreamAsgnReqType |
| typedef Field< f8String, 1500 > | MDStreamID |
| typedef Field< f8String, 1501 > | StreamAsgnRptID |
| typedef Field< int, 1502 > | StreamAsgnRejReason |
| typedef Field< int, 1503 > | StreamAsgnAckType |
| typedef Field< UTCTimestamp, 1504 > | RelSymTransactTime |
| typedef Field< f8String, 1505 > | PartyDetailsListRequestID |
| typedef Field< int, 1507 > | PartyListResponseType |
| typedef Field< int, 1509 > | RequestedPartyRole |
| typedef Field< f8String, 1510 > | PartyDetailsListReportID |
| typedef Field< int, 1511 > | PartyDetailsRequestResult |
| typedef Field< int, 1512 > | TotNoPartyList |
| typedef Field< int, 1515 > | PartyRelationship |
| typedef Field< f8String, 1517 > | PartyAltID |
| typedef Field< char, 1518 > | PartyAltIDSource |
| typedef Field< f8String, 1520 > | PartyAltSubID |
| typedef Field< int, 1521 > | PartyAltSubIDType |
| typedef Field< f8String, 1523 > | ContextPartyID |
| typedef Field< char, 1524 > | ContextPartyIDSource |
| typedef Field< int, 1525 > | ContextPartyRole |
| typedef Field< f8String, 1527 > | ContextPartySubID |
| typedef Field< int, 1528 > | ContextPartySubIDType |
| typedef Field< int, 1530 > | RiskLimitType |
| typedef Field< Amt, 1531 > | RiskLimitAmount |
| typedef Field< currency, 1532 > | RiskLimitCurrency |
| typedef Field< f8String, 1533 > | RiskLimitPlatform |
| typedef Field< int, 1535 > | RiskInstrumentOperator |
| typedef Field< f8String, 1536 > | RiskSymbol |
| typedef Field< f8String, 1537 > | RiskSymbolSfx |
| typedef Field< f8String, 1538 > | RiskSecurityID |
| typedef Field< f8String, 1539 > | RiskSecurityIDSource |
| typedef Field< f8String, 1541 > | RiskSecurityAltID |
| typedef Field< f8String, 1542 > | RiskSecurityAltIDSource |
| typedef Field< int, 1543 > | RiskProduct |
| typedef Field< f8String, 1544 > | RiskProductComplex |
| typedef Field< f8String, 1545 > | RiskSecurityGroup |
| typedef Field< f8String, 1546 > | RiskCFICode |
| typedef Field< f8String, 1547 > | RiskSecurityType |
| typedef Field< f8String, 1548 > | RiskSecuritySubType |
| typedef Field< MonthYear, 1549 > | RiskMaturityMonthYear |
| typedef Field< TZTimeOnly, 1550 > | RiskMaturityTime |
| typedef Field< f8String, 1551 > | RiskRestructuringType |
| typedef Field< f8String, 1552 > | RiskSeniority |
| typedef Field< int, 1553 > | RiskPutOrCall |
| typedef Field< Boolean, 1554 > | RiskFlexibleIndicator |
| typedef Field< Percentage, 1555 > | RiskCouponRate |
| typedef Field< f8String, 1556 > | RiskSecurityDesc |
| typedef Field< f8String, 1557 > | RiskInstrumentSettlType |
| typedef Field< double, 1558 > | RiskInstrumentMultiplier |
| typedef Field< Percentage, 1560 > | RiskWarningLevelPercent |
| typedef Field< f8String, 1561 > | RiskWarningLevelName |
| typedef Field< f8String, 1563 > | RelatedPartyID |
| typedef Field< char, 1564 > | RelatedPartyIDSource |
| typedef Field< int, 1565 > | RelatedPartyRole |
| typedef Field< f8String, 1567 > | RelatedPartySubID |
| typedef Field< int, 1568 > | RelatedPartySubIDType |
| typedef Field< f8String, 1570 > | RelatedPartyAltID |
| typedef Field< char, 1571 > | RelatedPartyAltIDSource |
| typedef Field< f8String, 1573 > | RelatedPartyAltSubID |
| typedef Field< int, 1574 > | RelatedPartyAltSubIDType |
| typedef Field< f8String, 1576 > | RelatedContextPartyID |
| typedef Field< char, 1577 > | RelatedContextPartyIDSource |
| typedef Field< int, 1578 > | RelatedContextPartyRole |
| typedef Field< f8String, 1580 > | RelatedContextPartySubID |
| typedef Field< int, 1581 > | RelatedContextPartySubIDType |
| typedef Field< int, 1583 > | RelationshipRiskLimitType |
| typedef Field< Amt, 1584 > | RelationshipRiskLimitAmount |
| typedef Field< currency, 1585 > | RelationshipRiskLimitCurrency |
| typedef Field< f8String, 1586 > | RelationshipRiskLimitPlatform |
| typedef Field< int, 1588 > | RelationshipRiskInstrumentOperator |
| typedef Field< f8String, 1589 > | RelationshipRiskSymbol |
| typedef Field< f8String, 1590 > | RelationshipRiskSymbolSfx |
| typedef Field< f8String, 1591 > | RelationshipRiskSecurityID |
| typedef Field< f8String, 1592 > | RelationshipRiskSecurityIDSource |
| typedef Field< f8String, 1594 > | RelationshipRiskSecurityAltID |
| typedef Field< f8String, 1595 > | RelationshipRiskSecurityAltIDSource |
| typedef Field< int, 1596 > | RelationshipRiskProduct |
| typedef Field< f8String, 1597 > | RelationshipRiskProductComplex |
| typedef Field< f8String, 1598 > | RelationshipRiskSecurityGroup |
| typedef Field< f8String, 1599 > | RelationshipRiskCFICode |
| typedef Field< f8String, 1600 > | RelationshipRiskSecurityType |
| typedef Field< f8String, 1601 > | RelationshipRiskSecuritySubType |
| typedef Field< MonthYear, 1602 > | RelationshipRiskMaturityMonthYear |
| typedef Field< TZTimeOnly, 1603 > | RelationshipRiskMaturityTime |
| typedef Field< f8String, 1604 > | RelationshipRiskRestructuringType |
| typedef Field< f8String, 1605 > | RelationshipRiskSeniority |
| typedef Field< int, 1606 > | RelationshipRiskPutOrCall |
| typedef Field< Boolean, 1607 > | RelationshipRiskFlexibleIndicator |
| typedef Field< Percentage, 1608 > | RelationshipRiskCouponRate |
| typedef Field< Exchange, 1609 > | RelationshipRiskSecurityExchange |
| typedef Field< f8String, 1610 > | RelationshipRiskSecurityDesc |
| typedef Field< f8String, 1611 > | RelationshipRiskInstrumentSettlType |
| typedef Field< double, 1612 > | RelationshipRiskInstrumentMultiplier |
| typedef Field< Percentage, 1614 > | RelationshipRiskWarningLevelPercent |
| typedef Field< f8String, 1615 > | RelationshipRiskWarningLevelName |
| typedef Field< Exchange, 1616 > | RiskSecurityExchange |
| typedef Field< int, 1617 > | StreamAsgnType |
| typedef Field< Length, 1618 > | RelationshipRiskEncodedSecurityDescLen |
| typedef Field< data, 1619 > | RelationshipRiskEncodedSecurityDesc |
| typedef Field< Length, 1620 > | RiskEncodedSecurityDescLen |
| typedef Field< data, 1621 > | RiskEncodedSecurityDesc |
typedef GeneratedTable
< unsigned, BaseEntry > | Myfix_BaseEntry |
typedef GeneratedTable< const
f8String, BaseMsgEntry > | Perf_BaseMsgEntry |
| typedef Field< char, 20 > | ExecTransType |
| typedef Field< f8String, 22 > | IDSource |
| typedef Field< f8String, 23 > | IOIid |
| typedef Field< Qty, 32 > | LastShares |
| typedef Field< char, 47 > | Rule80A |
| typedef Field< char, 63 > | SettlmntTyp |
| typedef Field< LocalMktDate, 64 > | FutSettDate |
| typedef Field< f8String, 76 > | ExecBroker |
| typedef Field< char, 77 > | OpenClose |
| typedef Field< Qty, 80 > | AllocShares |
| typedef Field< f8String, 109 > | ClientID |
| typedef Field< LocalMktDate, 193 > | FutSettDate2 |
| typedef Field< int, 204 > | CustomerOrFirm |
| typedef Field< DayOfMonth, 205 > | MaturityDay |
| typedef Field< PriceOffset, 211 > | PegDifference |
| typedef Field< UTCTimestamp, 370 > | OnBehalfOfSendingTime |
| typedef Field< PriceOffset, 389 > | DiscretionOffset |
| typedef Field< f8String, 439 > | ClearingFirm |
| typedef Field< f8String, 440 > | ClearingAccount |
typedef GeneratedTable
< unsigned, BaseEntry > | Perf_BaseEntry |
Functions |
| const char | AdvSide_BUY ('B') |
| const char | AdvSide_SELL ('S') |
| const char | AdvSide_TRADE ('T') |
| const char | AdvSide_CROSS ('X') |
| const size_t | AdvSide_realm_els (4) |
| const f8String | AdvTransType_CANCEL ("C") |
| const f8String | AdvTransType_NEW ("N") |
| const f8String | AdvTransType_REPLACE ("R") |
| const size_t | AdvTransType_realm_els (3) |
| const char | CommType_PER_UNIT ('1') |
| const char | CommType_PERCENT ('2') |
| const char | CommType_ABSOLUTE ('3') |
| const char | CommType_PERCENTAGE_WAIVED_4 ('4') |
| const char | CommType_PERCENTAGE_WAIVED_5 ('5') |
| const char | CommType_POINTS_PER_BOND_OR_CONTRACT ('6') |
| const size_t | CommType_realm_els (6) |
| const f8String | ExecInst_STAY_ON_OFFER_SIDE ("0") |
| const f8String | ExecInst_NOT_HELD ("1") |
| const f8String | ExecInst_WORK ("2") |
| const f8String | ExecInst_GO_ALONG ("3") |
| const f8String | ExecInst_OVER_THE_DAY ("4") |
| const f8String | ExecInst_HELD ("5") |
| const f8String | ExecInst_PARTICIPANT_DONT_INITIATE ("6") |
| const f8String | ExecInst_STRICT_SCALE ("7") |
| const f8String | ExecInst_TRY_TO_SCALE ("8") |
| const f8String | ExecInst_STAY_ON_BID_SIDE ("9") |
| const f8String | ExecInst_NO_CROSS ("A") |
| const f8String | ExecInst_OK_TO_CROSS ("B") |
| const f8String | ExecInst_CALL_FIRST ("C") |
| const f8String | ExecInst_PERCENT_OF_VOLUME ("D") |
| const f8String | ExecInst_DO_NOT_INCREASE ("E") |
| const f8String | ExecInst_DO_NOT_REDUCE ("F") |
| const f8String | ExecInst_ALL_OR_NONE ("G") |
| const f8String | ExecInst_REINSTATE_ON_SYSTEM_FAILURE ("H") |
| const f8String | ExecInst_INSTITUTIONS_ONLY ("I") |
| const f8String | ExecInst_REINSTATE_ON_TRADING_HALT ("J") |
| const f8String | ExecInst_CANCEL_ON_TRADING_HALT ("K") |
| const f8String | ExecInst_LAST_PEG ("L") |
| const f8String | ExecInst_MID_PRICE_PEG ("M") |
| const f8String | ExecInst_NON_NEGOTIABLE ("N") |
| const f8String | ExecInst_OPENING_PEG ("O") |
| const f8String | ExecInst_MARKET_PEG ("P") |
| const f8String | ExecInst_CANCEL_ON_SYSTEM_FAILURE ("Q") |
| const f8String | ExecInst_PRIMARY_PEG ("R") |
| const f8String | ExecInst_SUSPEND ("S") |
| const f8String | ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER ("T") |
| const f8String | ExecInst_CUSTOMER_DISPLAY_INSTRUCTION ("U") |
| const f8String | ExecInst_NETTING ("V") |
| const f8String | ExecInst_PEG_TO_VWAP ("W") |
| const f8String | ExecInst_TRADE_ALONG ("X") |
| const f8String | ExecInst_TRY_TO_STOP ("Y") |
| const f8String | ExecInst_CANCEL_IF_NOT_BEST ("Z") |
| const f8String | ExecInst_TRAILING_STOP_PEG ("a") |
| const f8String | ExecInst_STRICT_LIMIT ("b") |
| const f8String | ExecInst_IGNORE_PRICE_VALIDITY_CHECKS ("c") |
| const f8String | ExecInst_PEG_TO_LIMIT_PRICE ("d") |
| const f8String | ExecInst_WORK_TO_TARGET_STRATEGY ("e") |
| const f8String | ExecInst_INTERMARKET_SWEEP ("f") |
| const f8String | ExecInst_EXTERNAL_ROUTING_ALLOWED ("g") |
| const f8String | ExecInst_EXTERNAL_ROUTING_NOT_ALLOWED ("h") |
| const f8String | ExecInst_IMBALANCE_ONLY ("i") |
| const f8String | ExecInst_SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE ("j") |
| const f8String | ExecInst_BEST_EXECUTION ("k") |
| const f8String | ExecInst_SUSPEND_ON_SYSTEM_FAILURE ("l") |
| const f8String | ExecInst_SUSPEND_ON_TRADING_HALT ("m") |
| const f8String | ExecInst_REINSTATE_ON_CONNECTION_LOSS ("n") |
| const f8String | ExecInst_CANCEL_ON_CONNECTION_LOSS ("o") |
| const f8String | ExecInst_SUSPEND_ON_CONNECTION_LOSS ("p") |
| const f8String | ExecInst_RELEASE_FROM_SUSPENSION ("q") |
| const f8String | ExecInst_EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED ("r") |
| const f8String | ExecInst_EXECUTE_AS_DURATION_NEUTRAL ("s") |
| const f8String | ExecInst_EXECUTE_AS_FX_NEUTRAL ("t") |
| const size_t | ExecInst_realm_els (56) |
| const char | HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION ('1') |
| const char | HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK ('2') |
| const char | HandlInst_MANUAL_ORDER_BEST_EXECUTION ('3') |
| const size_t | HandlInst_realm_els (3) |
| const f8String | SecurityIDSource_CUSIP ("1") |
| const f8String | SecurityIDSource_SEDOL ("2") |
| const f8String | SecurityIDSource_QUIK ("3") |
| const f8String | SecurityIDSource_ISIN_NUMBER ("4") |
| const f8String | SecurityIDSource_RIC_CODE ("5") |
| const f8String | SecurityIDSource_ISO_CURRENCY_CODE ("6") |
| const f8String | SecurityIDSource_ISO_COUNTRY_CODE ("7") |
| const f8String | SecurityIDSource_EXCHANGE_SYMBOL ("8") |
| const f8String | SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION ("9") |
| const f8String | SecurityIDSource_BLOOMBERG_SYMBOL ("A") |
| const f8String | SecurityIDSource_WERTPAPIER ("B") |
| const f8String | SecurityIDSource_DUTCH ("C") |
| const f8String | SecurityIDSource_VALOREN ("D") |
| const f8String | SecurityIDSource_SICOVAM ("E") |
| const f8String | SecurityIDSource_BELGIAN ("F") |
| const f8String | SecurityIDSource_COMMON ("G") |
| const f8String | SecurityIDSource_CLEARING_HOUSE ("H") |
| const f8String | SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION ("I") |
| const f8String | SecurityIDSource_OPTION_PRICE_REPORTING_AUTHORITY ("J") |
| const f8String | SecurityIDSource_ISDA_FPML_PRODUCT_URL ("K") |
| const f8String | SecurityIDSource_LETTER_OF_CREDIT ("L") |
| const f8String | SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER ("M") |
| const size_t | SecurityIDSource_realm_els (22) |
| const char | IOIQltyInd_HIGH ('H') |
| const char | IOIQltyInd_LOW ('L') |
| const char | IOIQltyInd_MEDIUM ('M') |
| const size_t | IOIQltyInd_realm_els (3) |
| const f8String | IOIQty_1000000000 ("0") |
| const f8String | IOIQty_LARGE ("L") |
| const f8String | IOIQty_MEDIUM ("M") |
| const f8String | IOIQty_SMALL ("S") |
| const f8String | IOIQty_UNDISCLOSED_QUANTITY ("U") |
| const size_t | IOIQty_realm_els (5) |
| const char | IOITransType_CANCEL ('C') |
| const char | IOITransType_NEW ('N') |
| const char | IOITransType_REPLACE ('R') |
| const size_t | IOITransType_realm_els (3) |
| const char | LastCapacity_AGENT ('1') |
| const char | LastCapacity_CROSS_AS_AGENT ('2') |
| const char | LastCapacity_CROSS_AS_PRINCIPAL ('3') |
| const char | LastCapacity_PRINCIPAL ('4') |
| const size_t | LastCapacity_realm_els (4) |
| const f8String | MsgType_HEARTBEAT ("0") |
| const f8String | MsgType_TESTREQUEST ("1") |
| const f8String | MsgType_RESENDREQUEST ("2") |
| const f8String | MsgType_REJECT ("3") |
| const f8String | MsgType_SEQUENCERESET ("4") |
| const f8String | MsgType_LOGOUT ("5") |
| const f8String | MsgType_IOI ("6") |
| const f8String | MsgType_ADVERTISEMENT ("7") |
| const f8String | MsgType_EXECUTIONREPORT ("8") |
| const f8String | MsgType_ORDERCANCELREJECT ("9") |
| const f8String | MsgType_LOGON ("A") |
| const f8String | MsgType_DERIVATIVESECURITYLIST ("AA") |
| const f8String | MsgType_NEWORDERMULTILEG ("AB") |
| const f8String | MsgType_MULTILEGORDERCANCELREPLACE ("AC") |
| const f8String | MsgType_TRADECAPTUREREPORTREQUEST ("AD") |
| const f8String | MsgType_TRADECAPTUREREPORT ("AE") |
| const f8String | MsgType_ORDERMASSSTATUSREQUEST ("AF") |
| const f8String | MsgType_QUOTEREQUESTREJECT ("AG") |
| const f8String | MsgType_RFQREQUEST ("AH") |
| const f8String | MsgType_QUOTESTATUSREPORT ("AI") |
| const f8String | MsgType_QUOTERESPONSE ("AJ") |
| const f8String | MsgType_CONFIRMATION ("AK") |
| const f8String | MsgType_POSITIONMAINTENANCEREQUEST ("AL") |
| const f8String | MsgType_POSITIONMAINTENANCEREPORT ("AM") |
| const f8String | MsgType_REQUESTFORPOSITIONS ("AN") |
| const f8String | MsgType_REQUESTFORPOSITIONSACK ("AO") |
| const f8String | MsgType_POSITIONREPORT ("AP") |
| const f8String | MsgType_TRADECAPTUREREPORTREQUESTACK ("AQ") |
| const f8String | MsgType_TRADECAPTUREREPORTACK ("AR") |
| const f8String | MsgType_ALLOCATIONREPORT ("AS") |
| const f8String | MsgType_ALLOCATIONREPORTACK ("AT") |
| const f8String | MsgType_CONFIRMATION_ACK ("AU") |
| const f8String | MsgType_SETTLEMENTINSTRUCTIONREQUEST ("AV") |
| const f8String | MsgType_ASSIGNMENTREPORT ("AW") |
| const f8String | MsgType_COLLATERALREQUEST ("AX") |
| const f8String | MsgType_COLLATERALASSIGNMENT ("AY") |
| const f8String | MsgType_COLLATERALRESPONSE ("AZ") |
| const f8String | MsgType_NEWS ("B") |
| const f8String | MsgType_COLLATERALREPORT ("BA") |
| const f8String | MsgType_COLLATERALINQUIRY ("BB") |
| const f8String | MsgType_NETWORKCOUNTERPARTYSYSTEMSTATUSREQUEST ("BC") |
| const f8String | MsgType_NETWORKCOUNTERPARTYSYSTEMSTATUSRESPONSE ("BD") |
| const f8String | MsgType_USERREQUEST ("BE") |
| const f8String | MsgType_USERRESPONSE ("BF") |
| const f8String | MsgType_COLLATERALINQUIRYACK ("BG") |
| const f8String | MsgType_CONFIRMATIONREQUEST ("BH") |
| const f8String | MsgType_TRADINGSESSIONLISTREQUEST ("BI") |
| const f8String | MsgType_TRADINGSESSIONLIST ("BJ") |
| const f8String | MsgType_SECURITYLISTUPDATEREPORT ("BK") |
| const f8String | MsgType_ADJUSTEDPOSITIONREPORT ("BL") |
| const f8String | MsgType_ALLOCATIONINSTRUCTIONALERT ("BM") |
| const f8String | MsgType_EXECUTIONACKNOWLEDGEMENT ("BN") |
| const f8String | MsgType_CONTRARYINTENTIONREPORT ("BO") |
| const f8String | MsgType_SECURITYDEFINITIONUPDATEREPORT ("BP") |
| const f8String | MsgType_SETTLEMENTOBLIGATIONREPORT ("BQ") |
| const f8String | MsgType_DERIVATIVESECURITYLISTUPDATEREPORT ("BR") |
| const f8String | MsgType_TRADINGSESSIONLISTUPDATEREPORT ("BS") |
| const f8String | MsgType_MARKETDEFINITIONREQUEST ("BT") |
| const f8String | MsgType_MARKETDEFINITION ("BU") |
| const f8String | MsgType_MARKETDEFINITIONUPDATEREPORT ("BV") |
| const f8String | MsgType_APPLICATIONMESSAGEREQUEST ("BW") |
| const f8String | MsgType_APPLICATIONMESSAGEREQUESTACK ("BX") |
| const f8String | MsgType_APPLICATIONMESSAGEREPORT ("BY") |
| const f8String | MsgType_ORDERMASSACTIONREPORT ("BZ") |
| const f8String | MsgType_EMAIL ("C") |
| const f8String | MsgType_ORDERMASSACTIONREQUEST ("CA") |
| const f8String | MsgType_USERNOTIFICATION ("CB") |
| const f8String | MsgType_STREAMASSIGNMENTREQUEST ("CC") |
| const f8String | MsgType_STREAMASSIGNMENTREPORT ("CD") |
| const f8String | MsgType_STREAMASSIGNMENTREPORTACK ("CE") |
| const f8String | MsgType_PARTYDETAILSLISTREQUEST ("CF") |
| const f8String | MsgType_PARTYDETAILSLISTREPORT ("CG") |
| const f8String | MsgType_NEWORDERSINGLE ("D") |
| const f8String | MsgType_NEWORDERLIST ("E") |
| const f8String | MsgType_ORDERCANCELREQUEST ("F") |
| const f8String | MsgType_ORDERCANCELREPLACEREQUEST ("G") |
| const f8String | MsgType_ORDERSTATUSREQUEST ("H") |
| const f8String | MsgType_ALLOCATIONINSTRUCTION ("J") |
| const f8String | MsgType_LISTCANCELREQUEST ("K") |
| const f8String | MsgType_LISTEXECUTE ("L") |
| const f8String | MsgType_LISTSTATUSREQUEST ("M") |
| const f8String | MsgType_LISTSTATUS ("N") |
| const f8String | MsgType_ALLOCATIONINSTRUCTIONACK ("P") |
| const f8String | MsgType_DONTKNOWTRADEDK ("Q") |
| const f8String | MsgType_QUOTEREQUEST ("R") |
| const f8String | MsgType_QUOTE ("S") |
| const f8String | MsgType_SETTLEMENTINSTRUCTIONS ("T") |
| const f8String | MsgType_MARKETDATAREQUEST ("V") |
| const f8String | MsgType_MARKETDATASNAPSHOTFULLREFRESH ("W") |
| const f8String | MsgType_MARKETDATAINCREMENTALREFRESH ("X") |
| const f8String | MsgType_MARKETDATAREQUESTREJECT ("Y") |
| const f8String | MsgType_QUOTECANCEL ("Z") |
| const f8String | MsgType_QUOTESTATUSREQUEST ("a") |
| const f8String | MsgType_MASSQUOTEACKNOWLEDGEMENT ("b") |
| const f8String | MsgType_SECURITYDEFINITIONREQUEST ("c") |
| const f8String | MsgType_SECURITYDEFINITION ("d") |
| const f8String | MsgType_SECURITYSTATUSREQUEST ("e") |
| const f8String | MsgType_SECURITYSTATUS ("f") |
| const f8String | MsgType_TRADINGSESSIONSTATUSREQUEST ("g") |
| const f8String | MsgType_TRADINGSESSIONSTATUS ("h") |
| const f8String | MsgType_MASSQUOTE ("i") |
| const f8String | MsgType_BUSINESSMESSAGEREJECT ("j") |
| const f8String | MsgType_BIDREQUEST ("k") |
| const f8String | MsgType_BIDRESPONSE ("l") |
| const f8String | MsgType_LISTSTRIKEPRICE ("m") |
| const f8String | MsgType_XML_NON_FIX ("n") |
| const f8String | MsgType_REGISTRATIONINSTRUCTIONS ("o") |
| const f8String | MsgType_REGISTRATIONINSTRUCTIONSRESPONSE ("p") |
| const f8String | MsgType_ORDERMASSCANCELREQUEST ("q") |
| const f8String | MsgType_ORDERMASSCANCELREPORT ("r") |
| const f8String | MsgType_NEWORDERCROSS ("s") |
| const f8String | MsgType_CROSSORDERCANCELREPLACEREQUEST ("t") |
| const f8String | MsgType_CROSSORDERCANCELREQUEST ("u") |
| const f8String | MsgType_SECURITYTYPEREQUEST ("v") |
| const f8String | MsgType_SECURITYTYPES ("w") |
| const f8String | MsgType_SECURITYLISTREQUEST ("x") |
| const f8String | MsgType_SECURITYLIST ("y") |
| const f8String | MsgType_DERIVATIVESECURITYLISTREQUEST ("z") |
| const size_t | MsgType_realm_els (118) |
| const char | OrdStatus_NEW ('0') |
| const char | OrdStatus_PARTIALLY_FILLED ('1') |
| const char | OrdStatus_FILLED ('2') |
| const char | OrdStatus_DONE_FOR_DAY ('3') |
| const char | OrdStatus_CANCELED ('4') |
| const char | OrdStatus_REPLACED ('5') |
| const char | OrdStatus_PENDING_CANCEL ('6') |
| const char | OrdStatus_STOPPED ('7') |
| const char | OrdStatus_REJECTED ('8') |
| const char | OrdStatus_SUSPENDED ('9') |
| const char | OrdStatus_PENDING_NEW ('A') |
| const char | OrdStatus_CALCULATED ('B') |
| const char | OrdStatus_EXPIRED ('C') |
| const char | OrdStatus_ACCEPTED_FOR_BIDDING ('D') |
| const char | OrdStatus_PENDING_REPLACE ('E') |
| const size_t | OrdStatus_realm_els (15) |
| const char | OrdType_MARKET ('1') |
| const char | OrdType_LIMIT ('2') |
| const char | OrdType_STOP ('3') |
| const char | OrdType_STOP_LIMIT ('4') |
| const char | OrdType_MARKET_ON_CLOSE ('5') |
| const char | OrdType_WITH_OR_WITHOUT ('6') |
| const char | OrdType_LIMIT_OR_BETTER ('7') |
| const char | OrdType_LIMIT_WITH_OR_WITHOUT ('8') |
| const char | OrdType_ON_BASIS ('9') |
| const char | OrdType_ON_CLOSE ('A') |
| const char | OrdType_LIMIT_ON_CLOSE ('B') |
| const char | OrdType_FOREX_MARKET ('C') |
| const char | OrdType_PREVIOUSLY_QUOTED ('D') |
| const char | OrdType_PREVIOUSLY_INDICATED ('E') |
| const char | OrdType_FOREX_LIMIT ('F') |
| const char | OrdType_FOREX_SWAP ('G') |
| const char | OrdType_FOREX_PREVIOUSLY_QUOTED ('H') |
| const char | OrdType_FUNARI ('I') |
| const char | OrdType_MARKET_IF_TOUCHED ('J') |
| const char | OrdType_MARKET_WITH_LEFT_OVER_AS_LIMIT ('K') |
| const char | OrdType_PREVIOUS_FUND_VALUATION_POINT ('L') |
| const char | OrdType_NEXT_FUND_VALUATION_POINT ('M') |
| const char | OrdType_PEGGED ('P') |
| const char | OrdType_COUNTER_ORDER_SELECTION ('Q') |
| const size_t | OrdType_realm_els (24) |
| const char | Side_BUY ('1') |
| const char | Side_SELL ('2') |
| const char | Side_BUY_MINUS ('3') |
| const char | Side_SELL_PLUS ('4') |
| const char | Side_SELL_SHORT ('5') |
| const char | Side_SELL_SHORT_EXEMPT ('6') |
| const char | Side_UNDISCLOSED ('7') |
| const char | Side_CROSS ('8') |
| const char | Side_CROSS_SHORT ('9') |
| const char | Side_CROSS_SHORT_EXEMPT ('A') |
| const char | Side_AS_DEFINED ('B') |
| const char | Side_OPPOSITE ('C') |
| const char | Side_SUBSCRIBE ('D') |
| const char | Side_REDEEM ('E') |
| const char | Side_LEND ('F') |
| const char | Side_BORROW ('G') |
| const size_t | Side_realm_els (16) |
| const char | TimeInForce_DAY ('0') |
| const char | TimeInForce_GOOD_TILL_CANCEL ('1') |
| const char | TimeInForce_AT_THE_OPENING ('2') |
| const char | TimeInForce_IMMEDIATE_OR_CANCEL ('3') |
| const char | TimeInForce_FILL_OR_KILL ('4') |
| const char | TimeInForce_GOOD_TILL_CROSSING ('5') |
| const char | TimeInForce_GOOD_TILL_DATE ('6') |
| const char | TimeInForce_AT_THE_CLOSE ('7') |
| const char | TimeInForce_GOOD_THROUGH_CROSSING ('8') |
| const char | TimeInForce_AT_CROSSING ('9') |
| const size_t | TimeInForce_realm_els (10) |
| const char | Urgency_NORMAL ('0') |
| const char | Urgency_FLASH ('1') |
| const char | Urgency_BACKGROUND ('2') |
| const size_t | Urgency_realm_els (3) |
| const f8String | SettlType_REGULAR ("0") |
| const f8String | SettlType_CASH ("1") |
| const f8String | SettlType_NEXT_DAY ("2") |
| const f8String | SettlType_T_PLUS_2 ("3") |
| const f8String | SettlType_T_PLUS_3 ("4") |
| const f8String | SettlType_T_PLUS_4 ("5") |
| const f8String | SettlType_FUTURE ("6") |
| const f8String | SettlType_WHEN_AND_IF_ISSUED ("7") |
| const f8String | SettlType_SELLERS_OPTION ("8") |
| const f8String | SettlType_T_PLUS_5 ("9") |
| const f8String | SettlType_BROKEN_DATE ("B") |
| const f8String | SettlType_FX_SPOT_NEXT_SETTLEMENT ("C") |
| const size_t | SettlType_realm_els (12) |
| const f8String | SymbolSfx_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE ("CD") |
| const f8String | SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN ("WI") |
| const size_t | SymbolSfx_realm_els (2) |
| const char | AllocTransType_NEW ('0') |
| const char | AllocTransType_REPLACE ('1') |
| const char | AllocTransType_CANCEL ('2') |
| const char | AllocTransType_PRELIMINARY ('3') |
| const char | AllocTransType_CALCULATED ('4') |
| const char | AllocTransType_CALCULATED_WITHOUT_PRELIMINARY ('5') |
| const char | AllocTransType_REVERSAL ('6') |
| const size_t | AllocTransType_realm_els (7) |
| const char | PositionEffect_CLOSE ('C') |
| const char | PositionEffect_DEFAULT ('D') |
| const char | PositionEffect_FIFO ('F') |
| const char | PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN ('N') |
| const char | PositionEffect_OPEN ('O') |
| const char | PositionEffect_ROLLED ('R') |
| const size_t | PositionEffect_realm_els (6) |
| const char | ProcessCode_REGULAR ('0') |
| const char | ProcessCode_SOFT_DOLLAR ('1') |
| const char | ProcessCode_STEP_IN ('2') |
| const char | ProcessCode_STEP_OUT ('3') |
| const char | ProcessCode_SOFT_DOLLAR_STEP_IN ('4') |
| const char | ProcessCode_SOFT_DOLLAR_STEP_OUT ('5') |
| const char | ProcessCode_PLAN_SPONSOR ('6') |
| const size_t | ProcessCode_realm_els (7) |
| const int | AllocStatus_ACCEPTED (0) |
| const int | AllocStatus_BLOCK_LEVEL_REJECT (1) |
| const int | AllocStatus_ACCOUNT_LEVEL_REJECT (2) |
| const int | AllocStatus_RECEIVED (3) |
| const int | AllocStatus_INCOMPLETE (4) |
| const int | AllocStatus_REJECTED_BY_INTERMEDIARY (5) |
| const int | AllocStatus_ALLOCATION_PENDING (6) |
| const int | AllocStatus_REVERSED (7) |
| const size_t | AllocStatus_realm_els (8) |
| const int | AllocRejCode_UNKNOWN_ACCOUNT (0) |
| const int | AllocRejCode_INCORRECT_QUANTITY (1) |
| const int | AllocRejCode_INCORRECT_AVERAGEG_PRICE (2) |
| const int | AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC (3) |
| const int | AllocRejCode_COMMISSION_DIFFERENCE (4) |
| const int | AllocRejCode_UNKNOWN_ORDERID (5) |
| const int | AllocRejCode_UNKNOWN_LISTID (6) |
| const int | AllocRejCode_OTHER_7 (7) |
| const int | AllocRejCode_INCORRECT_ALLOCATED_QUANTITY (8) |
| const int | AllocRejCode_CALCULATION_DIFFERENCE (9) |
| const int | AllocRejCode_UNKNOWN_OR_STALE_EXECID (10) |
| const int | AllocRejCode_MISMATCHED_DATA (11) |
| const int | AllocRejCode_UNKNOWN_CLORDID (12) |
| const int | AllocRejCode_WAREHOUSE_REQUEST_REJECTED (13) |
| const int | AllocRejCode_OTHER_99 (99) |
| const size_t | AllocRejCode_realm_els (15) |
| const char | EmailType_NEW ('0') |
| const char | EmailType_REPLY ('1') |
| const char | EmailType_ADMIN_REPLY ('2') |
| const size_t | EmailType_realm_els (3) |
| const int | EncryptMethod_NONE_OTHER (0) |
| const int | EncryptMethod_PKCS (1) |
| const int | EncryptMethod_DES (2) |
| const int | EncryptMethod_PKCS_DES (3) |
| const int | EncryptMethod_PGP_DES (4) |
| const int | EncryptMethod_PGP_DES_MD5 (5) |
| const int | EncryptMethod_PEM_DES_MD5 (6) |
| const size_t | EncryptMethod_realm_els (7) |
| const int | CxlRejReason_TOO_LATE_TO_CANCEL (0) |
| const int | CxlRejReason_UNKNOWN_ORDER (1) |
| const int | CxlRejReason_BROKER (2) |
| const int | CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS (3) |
| const int | CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST (4) |
| const int | CxlRejReason_ORIGORDMODTIME (5) |
| const int | CxlRejReason_DUPLICATE_CLORDID (6) |
| const int | CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE (7) |
| const int | CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND (8) |
| const int | CxlRejReason_INVALID_PRICE_INCREMENT (18) |
| const int | CxlRejReason_OTHER (99) |
| const size_t | CxlRejReason_realm_els (11) |
| const int | OrdRejReason_BROKER (0) |
| const int | OrdRejReason_UNKNOWN_SYMBOL (1) |
| const int | OrdRejReason_EXCHANGE_CLOSED (2) |
| const int | OrdRejReason_ORDER_EXCEEDS_LIMIT (3) |
| const int | OrdRejReason_TOO_LATE_TO_ENTER (4) |
| const int | OrdRejReason_UNKNOWN_ORDER (5) |
| const int | OrdRejReason_DUPLICATE_ORDER (6) |
| const int | OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER (7) |
| const int | OrdRejReason_STALE_ORDER (8) |
| const int | OrdRejReason_TRADE_ALONG_REQUIRED (9) |
| const int | OrdRejReason_INVALID_INVESTOR_ID (10) |
| const int | OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC (11) |
| const int | OrdRejReason_SURVEILLENCE_OPTION (12) |
| const int | OrdRejReason_INCORRECT_QUANTITY (13) |
| const int | OrdRejReason_INCORRECT_ALLOCATED_QUANTITY (14) |
| const int | OrdRejReason_UNKNOWN_ACCOUNT (15) |
| const int | OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND (16) |
| const int | OrdRejReason_INVALID_PRICE_INCREMENT (18) |
| const int | OrdRejReason_OTHER (99) |
| const size_t | OrdRejReason_realm_els (19) |
| const char | IOIQualifier_ALL_OR_NONE ('A') |
| const char | IOIQualifier_MARKET_ON_CLOSE ('B') |
| const char | IOIQualifier_AT_THE_CLOSE ('C') |
| const char | IOIQualifier_VWAP ('D') |
| const char | IOIQualifier_IN_TOUCH_WITH ('I') |
| const char | IOIQualifier_LIMIT ('L') |
| const char | IOIQualifier_MORE_BEHIND ('M') |
| const char | IOIQualifier_AT_THE_OPEN ('O') |
| const char | IOIQualifier_TAKING_A_POSITION ('P') |
| const char | IOIQualifier_AT_THE_MARKET ('Q') |
| const char | IOIQualifier_READY_TO_TRADE ('R') |
| const char | IOIQualifier_PORTFOLIO_SHOWN ('S') |
| const char | IOIQualifier_THROUGH_THE_DAY ('T') |
| const char | IOIQualifier_VERSUS ('V') |
| const char | IOIQualifier_INDICATION ('W') |
| const char | IOIQualifier_CROSSING_OPPORTUNITY ('X') |
| const char | IOIQualifier_AT_THE_MIDPOINT ('Y') |
| const char | IOIQualifier_PRE_OPEN ('Z') |
| const size_t | IOIQualifier_realm_els (18) |
| const char | ReportToExch_NO ('N') |
| const char | ReportToExch_YES ('Y') |
| const size_t | ReportToExch_realm_els (2) |
| const char | LocateReqd_NO ('N') |
| const char | LocateReqd_YES ('Y') |
| const size_t | LocateReqd_realm_els (2) |
| const char | ForexReq_NO ('N') |
| const char | ForexReq_YES ('Y') |
| const size_t | ForexReq_realm_els (2) |
| const char | DKReason_UNKNOWN_SYMBOL ('A') |
| const char | DKReason_WRONG_SIDE ('B') |
| const char | DKReason_QUANTITY_EXCEEDS_ORDER ('C') |
| const char | DKReason_NO_MATCHING_ORDER ('D') |
| const char | DKReason_PRICE_EXCEEDS_LIMIT ('E') |
| const char | DKReason_CALCULATION_DIFFERENCE ('F') |
| const char | DKReason_OTHER ('Z') |
| const size_t | DKReason_realm_els (7) |
| const char | IOINaturalFlag_NO ('N') |
| const char | IOINaturalFlag_YES ('Y') |
| const size_t | IOINaturalFlag_realm_els (2) |
| const f8String | MiscFeeType_REGULATORY ("1") |
| const f8String | MiscFeeType_PER_TRANSACTION ("10") |
| const f8String | MiscFeeType_CONVERSION ("11") |
| const f8String | MiscFeeType_AGENT ("12") |
| const f8String | MiscFeeType_TRANSFER_FEE ("13") |
| const f8String | MiscFeeType_SECURITY_LENDING ("14") |
| const f8String | MiscFeeType_TAX ("2") |
| const f8String | MiscFeeType_LOCAL_COMMISSION ("3") |
| const f8String | MiscFeeType_EXCHANGE_FEES ("4") |
| const f8String | MiscFeeType_STAMP ("5") |
| const f8String | MiscFeeType_LEVY ("6") |
| const f8String | MiscFeeType_OTHER ("7") |
| const f8String | MiscFeeType_MARKUP ("8") |
| const f8String | MiscFeeType_CONSUMPTION_TAX ("9") |
| const size_t | MiscFeeType_realm_els (14) |
| const char | ExecType_NEW ('0') |
| const char | ExecType_DONE_FOR_DAY ('3') |
| const char | ExecType_CANCELED ('4') |
| const char | ExecType_REPLACED ('5') |
| const char | ExecType_PENDING_CANCEL ('6') |
| const char | ExecType_STOPPED ('7') |
| const char | ExecType_REJECTED ('8') |
| const char | ExecType_SUSPENDED ('9') |
| const char | ExecType_PENDING_NEW ('A') |
| const char | ExecType_CALCULATED ('B') |
| const char | ExecType_EXPIRED ('C') |
| const char | ExecType_RESTATED ('D') |
| const char | ExecType_PENDING_REPLACE ('E') |
| const char | ExecType_TRADE ('F') |
| const char | ExecType_TRADE_CORRECT ('G') |
| const char | ExecType_TRADE_CANCEL ('H') |
| const char | ExecType_ORDER_STATUS ('I') |
| const char | ExecType_TRADE_IN_A_CLEARING_HOLD ('J') |
| const char | ExecType_TRADE_HAS_BEEN_RELEASED_TO_CLEARING ('K') |
| const char | ExecType_TRIGGERED_OR_ACTIVATED_BY_SYSTEM ('L') |
| const size_t | ExecType_realm_els (20) |
| const char | SettlCurrFxRateCalc_DIVIDE ('D') |
| const char | SettlCurrFxRateCalc_MULTIPLY ('M') |
| const size_t | SettlCurrFxRateCalc_realm_els (2) |
| const char | SettlInstMode_DEFAULT ('0') |
| const char | SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED ('1') |
| const char | SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING ('2') |
| const char | SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_STANDING ('3') |
| const char | SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT ('4') |
| const char | SettlInstMode_REQUEST_REJECT ('5') |
| const size_t | SettlInstMode_realm_els (6) |
| const char | SettlInstTransType_CANCEL ('C') |
| const char | SettlInstTransType_NEW ('N') |
| const char | SettlInstTransType_REPLACE ('R') |
| const char | SettlInstTransType_RESTATE ('T') |
| const size_t | SettlInstTransType_realm_els (4) |
| const char | SettlInstSource_BROKERS_INSTRUCTIONS ('1') |
| const char | SettlInstSource_INSTITUTIONS_INSTRUCTIONS ('2') |
| const char | SettlInstSource_INVESTOR ('3') |
| const size_t | SettlInstSource_realm_els (3) |
| const f8String | SecurityType_WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST ("?") |
| const f8String | SecurityType_ASSET_BACKED_SECURITIES ("ABS") |
| const f8String | SecurityType_AMENDED_RESTATED ("AMENDED") |
| const f8String | SecurityType_OTHER_ANTICIPATION_NOTES ("AN") |
| const f8String | SecurityType_BANKERS_ACCEPTANCE ("BA") |
| const f8String | SecurityType_BANK_DEPOSITORY_NOTE ("BDN") |
| const f8String | SecurityType_BANK_NOTES ("BN") |
| const f8String | SecurityType_BILL_OF_EXCHANGES ("BOX") |
| const f8String | SecurityType_BRADY_BOND ("BRADY") |
| const f8String | SecurityType_BRIDGE_LOAN ("BRIDGE") |
| const f8String | SecurityType_BUY_SELLBACK ("BUYSELL") |
| const f8String | SecurityType_CANADIAN_MONEY_MARKETS ("CAMM") |
| const f8String | SecurityType_CANADIAN_TREASURY_NOTES ("CAN") |
| const f8String | SecurityType_CASH ("CASH") |
| const f8String | SecurityType_CONVERTIBLE_BOND ("CB") |
| const f8String | SecurityType_CERTIFICATE_OF_DEPOSIT ("CD") |
| const f8String | SecurityType_CREDIT_DEFAULT_SWAP ("CDS") |
| const f8String | SecurityType_CALL_LOANS ("CL") |
| const f8String | SecurityType_CANADIAN_MORTGAGE_BONDS ("CMB") |
| const f8String | SecurityType_CORP_MORTGAGE_BACKED_SECURITIES ("CMBS") |
| const f8String | SecurityType_COLLATERALIZED_MORTGAGE_OBLIGATION ("CMO") |
| const f8String | SecurityType_CERTIFICATE_OF_OBLIGATION ("COFO") |
| const f8String | SecurityType_CERTIFICATE_OF_PARTICIPATION ("COFP") |
| const f8String | SecurityType_CORPORATE_BOND ("CORP") |
| const f8String | SecurityType_COMMERCIAL_PAPER ("CP") |
| const f8String | SecurityType_CORPORATE_PRIVATE_PLACEMENT ("CPP") |
| const f8String | SecurityType_COMMON_STOCK ("CS") |
| const f8String | SecurityType_CANADIAN_TREASURY_BILLS ("CTB") |
| const f8String | SecurityType_DEFAULTED ("DEFLTED") |
| const f8String | SecurityType_DEBTOR_IN_POSSESSION ("DINP") |
| const f8String | SecurityType_DEPOSIT_NOTES ("DN") |
| const f8String | SecurityType_DUAL_CURRENCY ("DUAL") |
| const f8String | SecurityType_EURO_CERTIFICATE_OF_DEPOSIT ("EUCD") |
| const f8String | SecurityType_EURO_CORPORATE_BOND ("EUCORP") |
| const f8String | SecurityType_EURO_COMMERCIAL_PAPER ("EUCP") |
| const f8String | SecurityType_EURO_CORPORATE_FLOATING_RATE_NOTES ("EUFRN") |
| const f8String | SecurityType_EURO_SOVEREIGNS ("EUSOV") |
| const f8String | SecurityType_EURO_SUPRANATIONAL_COUPONS ("EUSUPRA") |
| const f8String | SecurityType_FEDERAL_AGENCY_COUPON ("FAC") |
| const f8String | SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE ("FADN") |
| const f8String | SecurityType_FOREIGN_EXCHANGE_CONTRACT ("FOR") |
| const f8String | SecurityType_FORWARD ("FORWARD") |
| const f8String | SecurityType_US_CORPORATE_FLOATING_RATE_NOTES ("FRN") |
| const f8String | SecurityType_FUTURE ("FUT") |
| const f8String | SecurityType_FX_FORWARD ("FXFWD") |
| const f8String | SecurityType_NON_DELIVERABLE_FORWARD ("FXNDF") |
| const f8String | SecurityType_FX_SPOT ("FXSPOT") |
| const f8String | SecurityType_FX_SWAP ("FXSWAP") |
| const f8String | SecurityType_GENERAL_OBLIGATION_BONDS ("GO") |
| const f8String | SecurityType_IOETTE_MORTGAGE ("IET") |
| const f8String | SecurityType_INTEREST_RATE_SWAP ("IRS") |
| const f8String | SecurityType_LETTER_OF_CREDIT ("LOFC") |
| const f8String | SecurityType_LIQUIDITY_NOTE ("LQN") |
| const f8String | SecurityType_MATURED ("MATURED") |
| const f8String | SecurityType_MORTGAGE_BACKED_SECURITIES ("MBS") |
| const f8String | SecurityType_MUTUAL_FUND ("MF") |
| const f8String | SecurityType_MORTGAGE_INTEREST_ONLY ("MIO") |
| const f8String | SecurityType_MULTILEG_INSTRUMENT ("MLEG") |
| const f8String | SecurityType_MORTGAGE_PRINCIPAL_ONLY ("MPO") |
| const f8String | SecurityType_MORTGAGE_PRIVATE_PLACEMENT ("MPP") |
| const f8String | SecurityType_MISCELLANEOUS_PASS_THROUGH ("MPT") |
| const f8String | SecurityType_MANDATORY_TENDER ("MT") |
| const f8String | SecurityType_MEDIUM_TERM_NOTES ("MTN") |
| const f8String | SecurityType_NO_SECURITY_TYPE ("NONE") |
| const f8String | SecurityType_OVERNIGHT ("ONITE") |
| const f8String | SecurityType_OPTIONS_ON_COMBO ("OOC") |
| const f8String | SecurityType_OPTIONS_ON_FUTURES ("OOF") |
| const f8String | SecurityType_OPTIONS_ON_PHYSICAL ("OOP") |
| const f8String | SecurityType_OPTION ("OPT") |
| const f8String | SecurityType_PRIVATE_EXPORT_FUNDING ("PEF") |
| const f8String | SecurityType_PFANDBRIEFE ("PFAND") |
| const f8String | SecurityType_PROMISSORY_NOTE ("PN") |
| const f8String | SecurityType_CANADIAN_PROVINCIAL_BONDS ("PROV") |
| const f8String | SecurityType_PREFERRED_STOCK ("PS") |
| const f8String | SecurityType_PLAZOS_FIJOS ("PZFJ") |
| const f8String | SecurityType_REVENUE_ANTICIPATION_NOTE ("RAN") |
| const f8String | SecurityType_REPLACED ("REPLACD") |
| const f8String | SecurityType_REPURCHASE ("REPO") |
| const f8String | SecurityType_RETIRED ("RETIRED") |
| const f8String | SecurityType_REVENUE_BONDS ("REV") |
| const f8String | SecurityType_REVOLVER_LOAN ("RVLV") |
| const f8String | SecurityType_REVOLVER_TERM_LOAN ("RVLVTRM") |
| const f8String | SecurityType_SECURITIES_LOAN ("SECLOAN") |
| const f8String | SecurityType_SECURITIES_PLEDGE ("SECPLEDGE") |
| const f8String | SecurityType_SECURED_LIQUIDITY_NOTE ("SLQN") |
| const f8String | SecurityType_SPECIAL_ASSESSMENT ("SPCLA") |
| const f8String | SecurityType_SPECIAL_OBLIGATION ("SPCLO") |
| const f8String | SecurityType_SPECIAL_TAX ("SPCLT") |
| const f8String | SecurityType_SHORT_TERM_LOAN_NOTE ("STN") |
| const f8String | SecurityType_STRUCTURED_NOTES ("STRUCT") |
| const f8String | SecurityType_USD_SUPRANATIONAL_COUPONS ("SUPRA") |
| const f8String | SecurityType_SWING_LINE_FACILITY ("SWING") |
| const f8String | SecurityType_TAX_ANTICIPATION_NOTE ("TAN") |
| const f8String | SecurityType_TAX_ALLOCATION ("TAXA") |
| const f8String | SecurityType_TREASURY_BILL ("TB") |
| const f8String | SecurityType_TO_BE_ANNOUNCED ("TBA") |
| const f8String | SecurityType_US_TREASURY_BILL_TBILL ("TBILL") |
| const f8String | SecurityType_US_TREASURY_BOND ("TBOND") |
| const f8String | SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE ("TCAL") |
| const f8String | SecurityType_TIME_DEPOSIT ("TD") |
| const f8String | SecurityType_TAX_EXEMPT_COMMERCIAL_PAPER ("TECP") |
| const f8String | SecurityType_TERM_LOAN ("TERM") |
| const f8String | SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE ("TINT") |
| const f8String | SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES ("TIPS") |
| const f8String | SecurityType_TERM_LIQUIDITY_NOTE ("TLQN") |
| const f8String | SecurityType_TAXABLE_MUNICIPAL_CP ("TMCP") |
| const f8String | SecurityType_US_TREASURY_NOTE_TNOTE ("TNOTE") |
| const f8String | SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE ("TPRN") |
| const f8String | SecurityType_TAX_REVENUE_ANTICIPATION_NOTE ("TRAN") |
| const f8String | SecurityType_US_TREASURY_NOTE_UST ("UST") |
| const f8String | SecurityType_US_TREASURY_BILL_USTB ("USTB") |
| const f8String | SecurityType_VARIABLE_RATE_DEMAND_NOTE ("VRDN") |
| const f8String | SecurityType_WARRANT ("WAR") |
| const f8String | SecurityType_WITHDRAWN ("WITHDRN") |
| const f8String | SecurityType_EXTENDED_COMM_NOTE ("XCN") |
| const f8String | SecurityType_INDEXED_LINKED ("XLINKD") |
| const f8String | SecurityType_YANKEE_CORPORATE_BOND ("YANK") |
| const f8String | SecurityType_YANKEE_CERTIFICATE_OF_DEPOSIT ("YCD") |
| const size_t | SecurityType_realm_els (118) |
| const int | StandInstDbType_OTHER (0) |
| const int | StandInstDbType_DTC_SID (1) |
| const int | StandInstDbType_THOMSON_ALERT (2) |
| const int | StandInstDbType_A_GLOBAL_CUSTODIAN (3) |
| const int | StandInstDbType_ACCOUNTNET (4) |
| const size_t | StandInstDbType_realm_els (5) |
| const int | SettlDeliveryType_VERSUS_PAYMENT_DELIVER (0) |
| const int | SettlDeliveryType_FREE_DELIVER (1) |
| const int | SettlDeliveryType_TRI_PARTY (2) |
| const int | SettlDeliveryType_HOLD_IN_CUSTODY (3) |
| const size_t | SettlDeliveryType_realm_els (4) |
| const int | AllocLinkType_FX_NETTING (0) |
| const int | AllocLinkType_FX_SWAP (1) |
| const size_t | AllocLinkType_realm_els (2) |
| const int | PutOrCall_PUT (0) |
| const int | PutOrCall_CALL (1) |
| const size_t | PutOrCall_realm_els (2) |
| const int | CoveredOrUncovered_COVERED (0) |
| const int | CoveredOrUncovered_UNCOVERED (1) |
| const size_t | CoveredOrUncovered_realm_els (2) |
| const char | NotifyBrokerOfCredit_NO ('N') |
| const char | NotifyBrokerOfCredit_YES ('Y') |
| const size_t | NotifyBrokerOfCredit_realm_els (2) |
| const int | AllocHandlInst_MATCH (1) |
| const int | AllocHandlInst_FORWARD (2) |
| const int | AllocHandlInst_FORWARD_AND_MATCH (3) |
| const size_t | AllocHandlInst_realm_els (3) |
| const int | RoutingType_TARGET_FIRM (1) |
| const int | RoutingType_TARGET_LIST (2) |
| const int | RoutingType_BLOCK_FIRM (3) |
| const int | RoutingType_BLOCK_LIST (4) |
| const size_t | RoutingType_realm_els (4) |
| const f8String | BenchmarkCurveName_EONIA ("EONIA") |
| const f8String | BenchmarkCurveName_EUREPO ("EUREPO") |
| const f8String | BenchmarkCurveName_EURIBOR ("Euribor") |
| const f8String | BenchmarkCurveName_FUTURESWAP ("FutureSWAP") |
| const f8String | BenchmarkCurveName_LIBID ("LIBID") |
| const f8String | BenchmarkCurveName_LIBOR ("LIBOR") |
| const f8String | BenchmarkCurveName_MUNIAAA ("MuniAAA") |
| const f8String | BenchmarkCurveName_OTHER ("OTHER") |
| const f8String | BenchmarkCurveName_PFANDBRIEFE ("Pfandbriefe") |
| const f8String | BenchmarkCurveName_SONIA ("SONIA") |
| const f8String | BenchmarkCurveName_SWAP ("SWAP") |
| const f8String | BenchmarkCurveName_TREASURY ("Treasury") |
| const size_t | BenchmarkCurveName_realm_els (12) |
| const f8String | StipulationType_ABSOLUTE_PREPAYMENT_SPEED ("ABS") |
| const f8String | StipulationType_ALTERNATIVE_MINIMUM_TAX ("AMT") |
| const f8String | StipulationType_AUTO_REINVESTMENT_AT_RATE_OR_BETTER ("AUTOREINV") |
| const f8String | StipulationType_AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET ("AVAILQTY") |
| const f8String | StipulationType_AVERAGE_FICO_SCORE ("AVFICO") |
| const f8String | StipulationType_AVERAGE_LOAN_SIZE ("AVSIZE") |
| const f8String | StipulationType_BANK_QUALIFIED ("BANKQUAL") |
| const f8String | StipulationType_BARGAIN_CONDITIONS ("BGNCON") |
| const f8String | StipulationType_BROKERS_SALES_CREDIT ("BROKERCREDIT") |
| const f8String | StipulationType_COUPON_RANGE ("COUPON") |
| const f8String | StipulationType_CONSTANT_PREPAYMENT_PENALTY ("CPP") |
| const f8String | StipulationType_CONSTANT_PREPAYMENT_RATE ("CPR") |
| const f8String | StipulationType_CONSTANT_PREPAYMENT_YIELD ("CPY") |
| const f8String | StipulationType_ISO_CURRENCY_CODE ("CURRENCY") |
| const f8String | StipulationType_CUSTOM_START_END_DATE ("CUSTOMDATE") |
| const f8String | StipulationType_DISCOUNT_RATE ("DISCOUNT") |
| const f8String | StipulationType_GEOGRAPHICS_AND_RANGE ("GEOG") |
| const f8String | StipulationType_VALUATION_DISCOUNT ("HAIRCUT") |
| const f8String | StipulationType_FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE ("HEP") |
| const f8String | StipulationType_INSURED ("INSURED") |
| const f8String | StipulationType_OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS ("INTERNALPX") |
| const f8String | StipulationType_OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS ("INTERNALQTY") |
| const f8String | StipulationType_YEAR_OR_YEAR_MONTH_OF_ISSUE ("ISSUE") |
| const f8String | StipulationType_ISSUERS_TICKER ("ISSUER") |
| const f8String | StipulationType_ISSUE_SIZE_RANGE ("ISSUESIZE") |
| const f8String | StipulationType_THE_MINIMUM_RESIDUAL_OFFER_QUANTITY ("LEAVEQTY") |
| const f8String | StipulationType_LOOKBACK_DAYS ("LOOKBACK") |
| const f8String | StipulationType_EXPLICIT_LOT_IDENTIFIER ("LOT") |
| const f8String | StipulationType_LOT_VARIANCE ("LOTVAR") |
| const f8String | StipulationType_MATURITY_YEAR_AND_MONTH ("MAT") |
| const f8String | StipulationType_MATURITY_RANGE ("MATURITY") |
| const f8String | StipulationType_MAXIMUM_LOAN_BALANCE ("MAXBAL") |
| const f8String | StipulationType_MAXIMUM_ORDER_SIZE ("MAXORDQTY") |
| const f8String | StipulationType_MAXIMUM_SUBSTITUTIONS ("MAXSUBS") |
| const f8String | StipulationType_PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE ("MHP") |
| const f8String | StipulationType_MINIMUM_DENOMINATION ("MINDNOM") |
| const f8String | StipulationType_MINIMUM_INCREMENT ("MININCR") |
| const f8String | StipulationType_MINIMUM_QUANTITY ("MINQTY") |
| const f8String | StipulationType_MONTHLY_PREPAYMENT_RATE ("MPR") |
| const f8String | StipulationType_ORDER_QUANTITY_INCREMENT ("ORDRINCR") |
| const f8String | StipulationType_PAYMENT_FREQUENCY_CALENDAR ("PAYFREQ") |
| const f8String | StipulationType_NUMBER_OF_PIECES ("PIECES") |
| const f8String | StipulationType_POOLS_MAXIMUM ("PMAX") |
| const f8String | StipulationType_POOL_IDENTIFIER ("POOL") |
| const f8String | StipulationType_PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE ("PPC") |
| const f8String | StipulationType_POOLS_PER_LOT ("PPL") |
| const f8String | StipulationType_POOLS_PER_MILLION ("PPM") |
| const f8String | StipulationType_POOLS_PER_TRADE ("PPT") |
| const f8String | StipulationType_PRICE_RANGE ("PRICE") |
| const f8String | StipulationType_PRICING_FREQUENCY ("PRICEFREQ") |
| const f8String | StipulationType_PRIMARY_OR_SECONDARY_MARKET_INDICATOR ("PRIMARY") |
| const f8String | StipulationType_PRODUCTION_YEAR ("PROD") |
| const f8String | StipulationType_CALL_PROTECTION ("PROTECT") |
| const f8String | StipulationType_PERCENT_OF_BMA_PREPAYMENT_CURVE ("PSA") |
| const f8String | StipulationType_PURPOSE ("PURPOSE") |
| const f8String | StipulationType_BENCHMARK_PRICE_SOURCE ("PXSOURCE") |
| const f8String | StipulationType_RATING_SOURCE_AND_RANGE ("RATING") |
| const f8String | StipulationType_TYPE_OF_REDEMPTION ("REDEMPTION") |
| const f8String | StipulationType_INTEREST_OF_ROLLING_OR_CLOSING_TRADE ("REFINT") |
| const f8String | StipulationType_PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE ("REFPRIN") |
| const f8String | StipulationType_REFERENCE_TO_ROLLING_OR_CLOSING_TRADE ("REFTRADE") |
| const f8String | StipulationType_RESTRICTED ("RESTRICTED") |
| const f8String | StipulationType_TYPE_OF_ROLL_TRADE ("ROLLTYPE") |
| const f8String | StipulationType_BROKER_SALES_CREDIT_OVERRIDE ("SALESCREDITOVR") |
| const f8String | StipulationType_MARKET_SECTOR ("SECTOR") |
| const f8String | StipulationType_SECURITY_TYPE_INCLUDED_OR_EXCLUDED ("SECTYPE") |
| const f8String | StipulationType_SINGLE_MONTHLY_MORTALITY ("SMM") |
| const f8String | StipulationType_STRUCTURE ("STRUCT") |
| const f8String | StipulationType_SUBSTITUTIONS_FREQUENCY ("SUBSFREQ") |
| const f8String | StipulationType_SUBSTITUTIONS_LEFT ("SUBSLEFT") |
| const f8String | StipulationType_FREEFORM_TEXT ("TEXT") |
| const f8String | StipulationType_TRADERS_CREDIT ("TRADERCREDIT") |
| const f8String | StipulationType_TRADE_VARIANCE ("TRDVAR") |
| const f8String | StipulationType_WEIGHTED_AVERAGE_COUPON ("WAC") |
| const f8String | StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON ("WAL") |
| const f8String | StipulationType_WEIGHTED_AVERAGE_LOAN_AGE ("WALA") |
| const f8String | StipulationType_WEIGHTED_AVERAGE_MATURITY ("WAM") |
| const f8String | StipulationType_WHOLE_POOL ("WHOLE") |
| const f8String | StipulationType_YIELD_RANGE ("YIELD") |
| const f8String | StipulationType_YIELD_TO_MATURITY ("YTM") |
| const size_t | StipulationType_realm_els (80) |
| const f8String | YieldType_AFTER_TAX_YIELD ("AFTERTAX") |
| const f8String | YieldType_ANNUAL_YIELD ("ANNUAL") |
| const f8String | YieldType_YIELD_AT_ISSUE ("ATISSUE") |
| const f8String | YieldType_YIELD_TO_AVG_MATURITY ("AVGMATURITY") |
| const f8String | YieldType_BOOK_YIELD ("BOOK") |
| const f8String | YieldType_YIELD_TO_NEXT_CALL ("CALL") |
| const f8String | YieldType_YIELD_CHANGE_SINCE_CLOSE ("CHANGE") |
| const f8String | YieldType_CLOSING_YIELD ("CLOSE") |
| const f8String | YieldType_COMPOUND_YIELD ("COMPOUND") |
| const f8String | YieldType_CURRENT_YIELD ("CURRENT") |
| const f8String | YieldType_GVNT_EQUIVALENT_YIELD ("GOVTEQUIV") |
| const f8String | YieldType_TRUE_GROSS_YIELD ("GROSS") |
| const f8String | YieldType_YIELD_WITH_INFLATION_ASSUMPTION ("INFLATION") |
| const f8String | YieldType_INVERSE_FLOATER_BOND_YIELD ("INVERSEFLOATER") |
| const f8String | YieldType_MOST_RECENT_CLOSING_YIELD ("LASTCLOSE") |
| const f8String | YieldType_CLOSING_YIELD_MOST_RECENT_MONTH ("LASTMONTH") |
| const f8String | YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER ("LASTQUARTER") |
| const f8String | YieldType_CLOSING_YIELD_MOST_RECENT_YEAR ("LASTYEAR") |
| const f8String | YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE ("LONGAVGLIFE") |
| const f8String | YieldType_MARK_TO_MARKET_YIELD ("MARK") |
| const f8String | YieldType_YIELD_TO_MATURITY ("MATURITY") |
| const f8String | YieldType_YIELD_TO_NEXT_REFUND ("NEXTREFUND") |
| const f8String | YieldType_OPEN_AVERAGE_YIELD ("OPENAVG") |
| const f8String | YieldType_PREVIOUS_CLOSE_YIELD ("PREVCLOSE") |
| const f8String | YieldType_PROCEEDS_YIELD ("PROCEEDS") |
| const f8String | YieldType_YIELD_TO_NEXT_PUT ("PUT") |
| const f8String | YieldType_SEMI_ANNUAL_YIELD ("SEMIANNUAL") |
| const f8String | YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE ("SHORTAVGLIFE") |
| const f8String | YieldType_SIMPLE_YIELD ("SIMPLE") |
| const f8String | YieldType_TAX_EQUIVALENT_YIELD ("TAXEQUIV") |
| const f8String | YieldType_YIELD_TO_TENDER_DATE ("TENDER") |
| const f8String | YieldType_TRUE_YIELD ("TRUE") |
| const f8String | YieldType_YIELD_VALUE_OF_1_32 ("VALUE1_32") |
| const f8String | YieldType_YIELD_TO_WORST ("WORST") |
| const size_t | YieldType_realm_els (34) |
| const char | TradedFlatSwitch_NO ('N') |
| const char | TradedFlatSwitch_YES ('Y') |
| const size_t | TradedFlatSwitch_realm_els (2) |
| const char | SubscriptionRequestType_SNAPSHOT ('0') |
| const char | SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES ('1') |
| const char | SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST ('2') |
| const size_t | SubscriptionRequestType_realm_els (3) |
| const int | MDUpdateType_FULL_REFRESH (0) |
| const int | MDUpdateType_INCREMENTAL_REFRESH (1) |
| const size_t | MDUpdateType_realm_els (2) |
| const char | AggregatedBook_NO ('N') |
| const char | AggregatedBook_YES ('Y') |
| const size_t | AggregatedBook_realm_els (2) |
| const char | MDEntryType_BID ('0') |
| const char | MDEntryType_OFFER ('1') |
| const char | MDEntryType_TRADE ('2') |
| const char | MDEntryType_INDEX_VALUE ('3') |
| const char | MDEntryType_OPENING_PRICE ('4') |
| const char | MDEntryType_CLOSING_PRICE ('5') |
| const char | MDEntryType_SETTLEMENT_PRICE ('6') |
| const char | MDEntryType_TRADING_SESSION_HIGH_PRICE ('7') |
| const char | MDEntryType_TRADING_SESSION_LOW_PRICE ('8') |
| const char | MDEntryType_TRADING_SESSION_VWAP_PRICE ('9') |
| const char | MDEntryType_IMBALANCE ('A') |
| const char | MDEntryType_TRADE_VOLUME ('B') |
| const char | MDEntryType_OPEN_INTEREST ('C') |
| const char | MDEntryType_COMPOSITE_UNDERLYING_PRICE ('D') |
| const char | MDEntryType_SIMULATED_SELL_PRICE ('E') |
| const char | MDEntryType_SIMULATED_BUY_PRICE ('F') |
| const char | MDEntryType_MARGIN_RATE ('G') |
| const char | MDEntryType_MID_PRICE ('H') |
| const char | MDEntryType_EMPTY_BOOK ('J') |
| const char | MDEntryType_SETTLE_HIGH_PRICE ('K') |
| const char | MDEntryType_SETTLE_LOW_PRICE ('L') |
| const char | MDEntryType_PRIOR_SETTLE_PRICE ('M') |
| const char | MDEntryType_SESSION_HIGH_BID ('N') |
| const char | MDEntryType_SESSION_LOW_OFFER ('O') |
| const char | MDEntryType_EARLY_PRICES ('P') |
| const char | MDEntryType_AUCTION_CLEARING_PRICE ('Q') |
| const char | MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS ('R') |
| const char | MDEntryType_SWAP_VALUE_FACTOR ('S') |
| const char | MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS ('T') |
| const char | MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS ('U') |
| const char | MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS ('V') |
| const char | MDEntryType_FIXING_PRICE ('W') |
| const char | MDEntryType_CASH_RATE ('X') |
| const char | MDEntryType_RECOVERY_RATE ('Y') |
| const char | MDEntryType_RECOVERY_RATE_FOR_LONG ('Z') |
| const char | MDEntryType_RECOVERY_RATE_FOR_SHORT ('a') |
| const size_t | MDEntryType_realm_els (36) |
| const char | TickDirection_PLUS_TICK ('0') |
| const char | TickDirection_ZERO_PLUS_TICK ('1') |
| const char | TickDirection_MINUS_TICK ('2') |
| const char | TickDirection_ZERO_MINUS_TICK ('3') |
| const size_t | TickDirection_realm_els (4) |
| const f8String | QuoteCondition_RESERVED_SAM ("0") |
| const f8String | QuoteCondition_NO_ACTIVE_SAM ("1") |
| const f8String | QuoteCondition_RESTRICTED ("2") |
| const f8String | QuoteCondition_REST_OF_BOOK_VWAP ("3") |
| const f8String | QuoteCondition_BETTER_PRICES_IN_CONDITIONAL_ORDERS ("4") |
| const f8String | QuoteCondition_MEDIAN_PRICE ("5") |
| const f8String | QuoteCondition_FULL_CURVE ("6") |
| const f8String | QuoteCondition_FLAT_CURVE ("7") |
| const f8String | QuoteCondition_OPEN_ACTIVE ("A") |
| const f8String | QuoteCondition_CLOSED_INACTIVE ("B") |
| const f8String | QuoteCondition_EXCHANGE_BEST ("C") |
| const f8String | QuoteCondition_CONSOLIDATED_BEST ("D") |
| const f8String | QuoteCondition_LOCKED ("E") |
| const f8String | QuoteCondition_CROSSED ("F") |
| const f8String | QuoteCondition_DEPTH ("G") |
| const f8String | QuoteCondition_FAST_TRADING ("H") |
| const f8String | QuoteCondition_NON_FIRM ("I") |
| const f8String | QuoteCondition_OUTRIGHT_PRICE ("J") |
| const f8String | QuoteCondition_IMPLIED_PRICE ("K") |
| const f8String | QuoteCondition_MANUAL_SLOW_QUOTE ("L") |
| const f8String | QuoteCondition_DEPTH_ON_OFFER ("M") |
| const f8String | QuoteCondition_DEPTH_ON_BID ("N") |
| const f8String | QuoteCondition_CLOSING ("O") |
| const f8String | QuoteCondition_NEWS_DISSEMINATION ("P") |
| const f8String | QuoteCondition_TRADING_RANGE ("Q") |
| const f8String | QuoteCondition_ORDER_INFLUX ("R") |
| const f8String | QuoteCondition_DUE_TO_RELATED ("S") |
| const f8String | QuoteCondition_NEWS_PENDING ("T") |
| const f8String | QuoteCondition_ADDITIONAL_INFO ("U") |
| const f8String | QuoteCondition_ADDITIONAL_INFO_DUE_TO_RELATED ("V") |
| const f8String | QuoteCondition_RESUME ("W") |
| const f8String | QuoteCondition_VIEW_OF_COMMON ("X") |
| const f8String | QuoteCondition_VOLUME_ALERT ("Y") |
| const f8String | QuoteCondition_ORDER_IMBALANCE ("Z") |
| const f8String | QuoteCondition_EQUIPMENT_CHANGEOVER ("a") |
| const f8String | QuoteCondition_NO_OPEN ("b") |
| const f8String | QuoteCondition_REGULAR_ETH ("c") |
| const f8String | QuoteCondition_AUTOMATIC_EXECUTION ("d") |
| const f8String | QuoteCondition_AUTOMATIC_EXECUTION_ETH ("e") |
| const f8String | QuoteCondition_FAST_MARKET_ETH ("f ") |
| const f8String | QuoteCondition_INACTIVE_ETH ("g") |
| const f8String | QuoteCondition_ROTATION ("h") |
| const f8String | QuoteCondition_ROTATION_ETH ("i") |
| const f8String | QuoteCondition_HALT ("j") |
| const f8String | QuoteCondition_HALT_ETH ("k") |
| const f8String | QuoteCondition_DUE_TO_NEWS_DISSEMINATION ("l") |
| const f8String | QuoteCondition_DUE_TO_NEWS_PENDING ("m") |
| const f8String | QuoteCondition_TRADING_RESUME ("n") |
| const f8String | QuoteCondition_OUT_OF_SEQUENCE ("o") |
| const f8String | QuoteCondition_BID_SPECIALIST ("p") |
| const f8String | QuoteCondition_OFFER_SPECIALIST ("q") |
| const f8String | QuoteCondition_BID_OFFER_SPECIALIST ("r") |
| const f8String | QuoteCondition_END_OF_DAY_SAM ("s") |
| const f8String | QuoteCondition_FORBIDDEN_SAM ("t") |
| const f8String | QuoteCondition_FROZEN_SAM ("u") |
| const f8String | QuoteCondition_PREOPENING_SAM ("v") |
| const f8String | QuoteCondition_OPENING_SAM ("w") |
| const f8String | QuoteCondition_OPEN_SAM ("x") |
| const f8String | QuoteCondition_SURVEILLANCE_SAM ("y") |
| const f8String | QuoteCondition_SUSPENDED_SAM ("z") |
| const size_t | QuoteCondition_realm_els (60) |
| const f8String | TradeCondition_CANCEL ("0") |
| const f8String | TradeCondition_IMPLIED_TRADE ("1") |
| const f8String | TradeCondition_MARKETPLACE_ENTERED_TRADE ("2") |
| const f8String | TradeCondition_MULT_ASSET_CLASS_MULTILEG_TRADE ("3") |
| const f8String | TradeCondition_MULTILEG_TO_MULTILEG_TRADE ("4") |
| const f8String | TradeCondition_CASH ("A") |
| const f8String | TradeCondition_SPREAD ("AA") |
| const f8String | TradeCondition_SPREAD_ETH ("AB") |
| const f8String | TradeCondition_STRADDLE ("AC") |
| const f8String | TradeCondition_STRADDLE_ETH ("AD") |
| const f8String | TradeCondition_STOPPED ("AE") |
| const f8String | TradeCondition_STOPPED_ETH ("AF") |
| const f8String | TradeCondition_REGULAR_ETH ("AG") |
| const f8String | TradeCondition_COMBO ("AH") |
| const f8String | TradeCondition_COMBO_ETH ("AI") |
| const f8String | TradeCondition_OFFICIAL_CLOSING_PRICE ("AJ") |
| const f8String | TradeCondition_PRIOR_REFERENCE_PRICE ("AK") |
| const f8String | TradeCondition_STOPPED_SOLD_LAST ("AL") |
| const f8String | TradeCondition_STOPPED_OUT_OF_SEQUENCE ("AM") |
| const f8String | TradeCondition_OFFICAL_CLOSING_PRICE ("AN") |
| const f8String | TradeCondition_CROSSED_AO ("AO") |
| const f8String | TradeCondition_FAST_MARKET ("AP") |
| const f8String | TradeCondition_AUTOMATIC_EXECUTION ("AQ") |
| const f8String | TradeCondition_FORM_T ("AR") |
| const f8String | TradeCondition_BASKET_INDEX ("AS") |
| const f8String | TradeCondition_BURST_BASKET ("AT") |
| const f8String | TradeCondition_OUTSIDE_SPREAD ("AV") |
| const f8String | TradeCondition_AVERAGE_PRICE_TRADE ("B") |
| const f8String | TradeCondition_CASH_TRADE ("C") |
| const f8String | TradeCondition_NEXT_DAY ("D") |
| const f8String | TradeCondition_OPENING_REOPENING_TRADE_DETAIL ("E") |
| const f8String | TradeCondition_INTRADAY_TRADE_DETAIL ("F") |
| const f8String | TradeCondition_RULE_127_TRADE ("G") |
| const f8String | TradeCondition_RULE_155_TRADE ("H") |
| const f8String | TradeCondition_SOLD_LAST ("I") |
| const f8String | TradeCondition_NEXT_DAY_TRADE ("J") |
| const f8String | TradeCondition_OPENED ("K") |
| const f8String | TradeCondition_SELLER ("L") |
| const f8String | TradeCondition_SOLD ("M") |
| const f8String | TradeCondition_STOPPED_STOCK ("N") |
| const f8String | TradeCondition_IMBALANCE_MORE_BUYERS ("P") |
| const f8String | TradeCondition_IMBALANCE_MORE_SELLERS ("Q") |
| const f8String | TradeCondition_OPENING_PRICE ("R") |
| const f8String | TradeCondition_BARGAIN_CONDITION ("S") |
| const f8String | TradeCondition_CONVERTED_PRICE_INDICATOR ("T") |
| const f8String | TradeCondition_EXCHANGE_LAST ("U") |
| const f8String | TradeCondition_FINAL_PRICE_OF_SESSION ("V") |
| const f8String | TradeCondition_EX_PIT ("W") |
| const f8String | TradeCondition_CROSSED_X ("X") |
| const f8String | TradeCondition_TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE ("Y") |
| const f8String | TradeCondition_TRADES_RESULTING_FROM_INTERMARKET_SWEEP ("Z") |
| const f8String | TradeCondition_VOLUME_ONLY ("a") |
| const f8String | TradeCondition_DIRECT_PLUS ("b") |
| const f8String | TradeCondition_ACQUISITION ("c") |
| const f8String | TradeCondition_BUNCHED ("d") |
| const f8String | TradeCondition_DISTRIBUTION ("e") |
| const f8String | TradeCondition_BUNCHED_SALE ("f") |
| const f8String | TradeCondition_SPLIT_TRADE ("g") |
| const f8String | TradeCondition_CANCEL_STOPPED ("h") |
| const f8String | TradeCondition_CANCEL_ETH ("i") |
| const f8String | TradeCondition_CANCEL_STOPPED_ETH ("j") |
| const f8String | TradeCondition_OUT_OF_SEQUENCE_ETH ("k") |
| const f8String | TradeCondition_CANCEL_LAST_ETH ("l") |
| const f8String | TradeCondition_SOLD_LAST_SALE_ETH ("m") |
| const f8String | TradeCondition_CANCEL_LAST ("n") |
| const f8String | TradeCondition_SOLD_LAST_SALE ("o") |
| const f8String | TradeCondition_CANCEL_OPEN ("p") |
| const f8String | TradeCondition_CANCEL_OPEN_ETH ("q") |
| const f8String | TradeCondition_OPENED_SALE_ETH ("r") |
| const f8String | TradeCondition_CANCEL_ONLY ("s") |
| const f8String | TradeCondition_CANCEL_ONLY_ETH ("t") |
| const f8String | TradeCondition_LATE_OPEN_ETH ("u") |
| const f8String | TradeCondition_AUTO_EXECUTION_ETH ("v") |
| const f8String | TradeCondition_REOPEN ("w") |
| const f8String | TradeCondition_REOPEN_ETH ("x") |
| const f8String | TradeCondition_ADJUSTED ("y") |
| const f8String | TradeCondition_ADJUSTED_ETH ("z") |
| const size_t | TradeCondition_realm_els (77) |
| const char | MDUpdateAction_NEW ('0') |
| const char | MDUpdateAction_CHANGE ('1') |
| const char | MDUpdateAction_DELETE ('2') |
| const char | MDUpdateAction_DELETE_THRU ('3') |
| const char | MDUpdateAction_DELETE_FROM ('4') |
| const char | MDUpdateAction_OVERLAY ('5') |
| const size_t | MDUpdateAction_realm_els (6) |
| const char | MDReqRejReason_UNKNOWN_SYMBOL ('0') |
| const char | MDReqRejReason_DUPLICATE_MDREQID ('1') |
| const char | MDReqRejReason_INSUFFICIENT_BANDWIDTH ('2') |
| const char | MDReqRejReason_INSUFFICIENT_PERMISSIONS ('3') |
| const char | MDReqRejReason_UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE ('4') |
| const char | MDReqRejReason_UNSUPPORTED_MARKETDEPTH ('5') |
| const char | MDReqRejReason_UNSUPPORTED_MDUPDATETYPE ('6') |
| const char | MDReqRejReason_UNSUPPORTED_AGGREGATEDBOOK ('7') |
| const char | MDReqRejReason_UNSUPPORTED_MDENTRYTYPE ('8') |
| const char | MDReqRejReason_UNSUPPORTED_TRADINGSESSIONID ('9') |
| const char | MDReqRejReason_UNSUPPORTED_SCOPE ('A') |
| const char | MDReqRejReason_UNSUPPORTED_OPENCLOSESETTLEFLAG ('B') |
| const char | MDReqRejReason_UNSUPPORTED_MDIMPLICITDELETE ('C') |
| const char | MDReqRejReason_INSUFFICIENT_CREDIT ('D') |
| const size_t | MDReqRejReason_realm_els (14) |
| const char | DeleteReason_CANCELLATION ('0') |
| const char | DeleteReason_ERROR ('1') |
| const size_t | DeleteReason_realm_els (2) |
| const f8String | OpenCloseSettlFlag_DAILY_OPEN ("0") |
| const f8String | OpenCloseSettlFlag_SESSION_OPEN ("1") |
| const f8String | OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY ("2") |
| const f8String | OpenCloseSettlFlag_EXPECTED_ENTRY ("3") |
| const f8String | OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY ("4") |
| const f8String | OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE ("5") |
| const size_t | OpenCloseSettlFlag_realm_els (6) |
| const f8String | FinancialStatus_BANKRUPT ("1") |
| const f8String | FinancialStatus_PENDING_DELISTING ("2") |
| const f8String | FinancialStatus_RESTRICTED ("3") |
| const size_t | FinancialStatus_realm_els (3) |
| const f8String | CorporateAction_EX_DIVIDEND ("A") |
| const f8String | CorporateAction_EX_DISTRIBUTION ("B") |
| const f8String | CorporateAction_EX_RIGHTS ("C") |
| const f8String | CorporateAction_NEW ("D") |
| const f8String | CorporateAction_EX_INTEREST ("E") |
| const f8String | CorporateAction_CASH_DIVIDEND ("F") |
| const f8String | CorporateAction_STOCK_DIVIDEND ("G") |
| const f8String | CorporateAction_NON_INTEGER_STOCK_SPLIT ("H") |
| const f8String | CorporateAction_REVERSE_STOCK_SPLIT ("I") |
| const f8String | CorporateAction_STANDARD_INTEGER_STOCK_SPLIT ("J") |
| const f8String | CorporateAction_POSITION_CONSOLIDATION ("K") |
| const f8String | CorporateAction_LIQUIDATION_REORGANIZATION ("L") |
| const f8String | CorporateAction_MERGER_REORGANIZATION ("M") |
| const f8String | CorporateAction_RIGHTS_OFFERING ("N") |
| const f8String | CorporateAction_SHAREHOLDER_MEETING ("O") |
| const f8String | CorporateAction_SPINOFF ("P") |
| const f8String | CorporateAction_TENDER_OFFER ("Q") |
| const f8String | CorporateAction_WARRANT ("R") |
| const f8String | CorporateAction_SPECIAL_ACTION ("S") |
| const f8String | CorporateAction_SYMBOL_CONVERSION ("T") |
| const f8String | CorporateAction_CUSIP ("U") |
| const f8String | CorporateAction_LEAP_ROLLOVER ("V") |
| const f8String | CorporateAction_SUCCESSION_EVENT ("W") |
| const size_t | CorporateAction_realm_els (23) |
| const int | QuoteStatus_ACCEPTED (0) |
| const int | QuoteStatus_CANCEL_FOR_SYMBOL (1) |
| const int | QuoteStatus_CANCELED_FOR_SECURITY_TYPE (2) |
| const int | QuoteStatus_CANCELED_FOR_UNDERLYING (3) |
| const int | QuoteStatus_CANCELED_ALL (4) |
| const int | QuoteStatus_REJECTED (5) |
| const int | QuoteStatus_REMOVED_FROM_MARKET (6) |
| const int | QuoteStatus_EXPIRED (7) |
| const int | QuoteStatus_QUERY (8) |
| const int | QuoteStatus_QUOTE_NOT_FOUND (9) |
| const int | QuoteStatus_PENDING (10) |
| const int | QuoteStatus_PASS (11) |
| const int | QuoteStatus_LOCKED_MARKET_WARNING (12) |
| const int | QuoteStatus_CROSS_MARKET_WARNING (13) |
| const int | QuoteStatus_CANCELED_DUE_TO_LOCK_MARKET (14) |
| const int | QuoteStatus_CANCELED_DUE_TO_CROSS_MARKET (15) |
| const int | QuoteStatus_ACTIVE (16) |
| const int | QuoteStatus_CANCELED (17) |
| const int | QuoteStatus_UNSOLICITED_QUOTE_REPLENISHMENT (18) |
| const int | QuoteStatus_PENDING_END_TRADE (19) |
| const int | QuoteStatus_TOO_LATE_TO_END (20) |
| const size_t | QuoteStatus_realm_els (21) |
| const int | QuoteCancelType_CANCEL_FOR_ONE_OR_MORE_SECURITIES (1) |
| const int | QuoteCancelType_CANCEL_FOR_SECURITY_TYPE (2) |
| const int | QuoteCancelType_CANCEL_FOR_UNDERLYING_SECURITY (3) |
| const int | QuoteCancelType_CANCEL_ALL_QUOTES (4) |
| const int | QuoteCancelType_CANCEL_QUOTE_SPECIFIED_IN_QUOTEID (5) |
| const int | QuoteCancelType_CANCEL_BY_QUOTETYPE (6) |
| const int | QuoteCancelType_CANCEL_FOR_SECURITY_ISSUER (7) |
| const int | QuoteCancelType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY (8) |
| const size_t | QuoteCancelType_realm_els (8) |
| const int | QuoteRejectReason_UNKNOWN_SYMBOL (1) |
| const int | QuoteRejectReason_EXCHANGE (2) |
| const int | QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT (3) |
| const int | QuoteRejectReason_TOO_LATE_TO_ENTER (4) |
| const int | QuoteRejectReason_UNKNOWN_QUOTE (5) |
| const int | QuoteRejectReason_DUPLICATE_QUOTE (6) |
| const int | QuoteRejectReason_INVALID_BID_ASK_SPREAD (7) |
| const int | QuoteRejectReason_INVALID_PRICE (8) |
| const int | QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY (9) |
| const int | QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND (10) |
| const int | QuoteRejectReason_QUOTE_LOCKED (11) |
| const int | QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER (12) |
| const int | QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY (13) |
| const int | QuoteRejectReason_OTHER (99) |
| const size_t | QuoteRejectReason_realm_els (14) |
| const int | QuoteResponseLevel_NO_ACKNOWLEDGEMENT (0) |
| const int | QuoteResponseLevel_ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES (1) |
| const int | QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGE (2) |
| const int | QuoteResponseLevel_SUMMARY_ACKNOWLEDGEMENT (3) |
| const size_t | QuoteResponseLevel_realm_els (4) |
| const int | QuoteRequestType_MANUAL (1) |
| const int | QuoteRequestType_AUTOMATIC (2) |
| const size_t | QuoteRequestType_realm_els (2) |
| const int | SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS (0) |
| const int | SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED (1) |
| const int | SecurityRequestType_REQUEST_LIST_SECURITY_TYPES (2) |
| const int | SecurityRequestType_REQUEST_LIST_SECURITIES (3) |
| const int | SecurityRequestType_SYMBOL (4) |
| const int | SecurityRequestType_SECURITYTYPE_AND_OR_CFICODE (5) |
| const int | SecurityRequestType_PRODUCT (6) |
| const int | SecurityRequestType_TRADINGSESSIONID (7) |
| const int | SecurityRequestType_ALL_SECURITIES (8) |
| const int | SecurityRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID (9) |
| const size_t | SecurityRequestType_realm_els (10) |
| const int | SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS (1) |
| const int | SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE (2) |
| const int | SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST (3) |
| const int | SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST (4) |
| const int | SecurityResponseType_REJECT_SECURITY_PROPOSAL (5) |
| const int | SecurityResponseType_CANNOT_MATCH_SELECTION_CRITERIA (6) |
| const size_t | SecurityResponseType_realm_els (6) |
| const char | UnsolicitedIndicator_NO ('N') |
| const char | UnsolicitedIndicator_YES ('Y') |
| const size_t | UnsolicitedIndicator_realm_els (2) |
| const int | SecurityTradingStatus_OPENING_DELAY (1) |
| const int | SecurityTradingStatus_TRADING_HALT (2) |
| const int | SecurityTradingStatus_RESUME (3) |
| const int | SecurityTradingStatus_NO_OPEN (4) |
| const int | SecurityTradingStatus_PRICE_INDICATION (5) |
| const int | SecurityTradingStatus_TRADING_RANGE_INDICATION (6) |
| const int | SecurityTradingStatus_MARKET_IMBALANCE_BUY (7) |
| const int | SecurityTradingStatus_MARKET_IMBALANCE_SELL (8) |
| const int | SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_BUY (9) |
| const int | SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_SELL (10) |
| const int | SecurityTradingStatus_11 (11) |
| const int | SecurityTradingStatus_NO_MARKET_IMBALANCE (12) |
| const int | SecurityTradingStatus_NO_MARKET_ON_CLOSE_IMBALANCE (13) |
| const int | SecurityTradingStatus_ITS_PRE_OPENING (14) |
| const int | SecurityTradingStatus_NEW_PRICE_INDICATION (15) |
| const int | SecurityTradingStatus_TRADE_DISSEMINATION_TIME (16) |
| const int | SecurityTradingStatus_READY_TO_TRADE (17) |
| const int | SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING (18) |
| const int | SecurityTradingStatus_NOT_TRADED_ON_THIS_MARKET (19) |
| const int | SecurityTradingStatus_UNKNOWN_OR_INVALID (20) |
| const int | SecurityTradingStatus_PRE_OPEN (21) |
| const int | SecurityTradingStatus_OPENING_ROTATION (22) |
| const int | SecurityTradingStatus_FAST_MARKET (23) |
| const int | SecurityTradingStatus_PRE_CROSS (24) |
| const int | SecurityTradingStatus_CROSS (25) |
| const int | SecurityTradingStatus_POST_CLOSE (26) |
| const size_t | SecurityTradingStatus_realm_els (26) |
| const int | HaltReasonInt_NEWS_DISSEMINATION (0) |
| const int | HaltReasonInt_ORDER_INFLUX (1) |
| const int | HaltReasonInt_ORDER_IMBALANCE (2) |
| const int | HaltReasonInt_ADDITIONAL_INFORMATION (3) |
| const int | HaltReasonInt_NEWS_PENDING (4) |
| const int | HaltReasonInt_EQUIPMENT_CHANGEOVER (5) |
| const size_t | HaltReasonInt_realm_els (6) |
| const char | InViewOfCommon_NO ('N') |
| const char | InViewOfCommon_YES ('Y') |
| const size_t | InViewOfCommon_realm_els (2) |
| const char | DueToRelated_NO ('N') |
| const char | DueToRelated_YES ('Y') |
| const size_t | DueToRelated_realm_els (2) |
| const int | Adjustment_CANCEL (1) |
| const int | Adjustment_ERROR (2) |
| const int | Adjustment_CORRECTION (3) |
| const size_t | Adjustment_realm_els (3) |
| const f8String | TradingSessionID_DAY ("1") |
| const f8String | TradingSessionID_HALFDAY ("2") |
| const f8String | TradingSessionID_MORNING ("3") |
| const f8String | TradingSessionID_AFTERNOON ("4") |
| const f8String | TradingSessionID_EVENING ("5") |
| const f8String | TradingSessionID_AFTER_HOURS ("6") |
| const size_t | TradingSessionID_realm_els (6) |
| const int | TradSesMethod_ELECTRONIC (1) |
| const int | TradSesMethod_OPEN_OUTCRY (2) |
| const int | TradSesMethod_TWO_PARTY (3) |
| const size_t | TradSesMethod_realm_els (3) |
| const int | TradSesMode_TESTING (1) |
| const int | TradSesMode_SIMULATED (2) |
| const int | TradSesMode_PRODUCTION (3) |
| const size_t | TradSesMode_realm_els (3) |
| const int | TradSesStatus_UNKNOWN (0) |
| const int | TradSesStatus_HALTED (1) |
| const int | TradSesStatus_OPEN (2) |
| const int | TradSesStatus_CLOSED (3) |
| const int | TradSesStatus_PRE_OPEN (4) |
| const int | TradSesStatus_PRE_CLOSE (5) |
| const int | TradSesStatus_REQUEST_REJECTED (6) |
| const size_t | TradSesStatus_realm_els (7) |
| const f8String | MessageEncoding_EUC_JP ("EUC-JP") |
| const f8String | MessageEncoding_ISO_2022_JP ("ISO-2022-JP") |
| const f8String | MessageEncoding_SHIFT_JIS ("SHIFT_JIS") |
| const f8String | MessageEncoding_UTF_8 ("UTF-8") |
| const size_t | MessageEncoding_realm_els (4) |
| const int | SessionRejectReason_INVALID_TAG_NUMBER (0) |
| const int | SessionRejectReason_REQUIRED_TAG_MISSING (1) |
| const int | SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE (2) |
| const int | SessionRejectReason_UNDEFINED_TAG (3) |
| const int | SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE (4) |
| const int | SessionRejectReason_VALUE_IS_INCORRECT (5) |
| const int | SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE (6) |
| const int | SessionRejectReason_DECRYPTION_PROBLEM (7) |
| const int | SessionRejectReason_SIGNATURE_PROBLEM (8) |
| const int | SessionRejectReason_COMPID_PROBLEM (9) |
| const int | SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM (10) |
| const int | SessionRejectReason_INVALID_MSGTYPE (11) |
| const int | SessionRejectReason_XML_VALIDATION_ERROR (12) |
| const int | SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE (13) |
| const int | SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER (14) |
| const int | SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER (15) |
| const int | SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP (16) |
| const int | SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER (17) |
| const int | SessionRejectReason_OTHER (99) |
| const size_t | SessionRejectReason_realm_els (19) |
| const char | BidRequestTransType_CANCEL ('C') |
| const char | BidRequestTransType_NO ('N') |
| const size_t | BidRequestTransType_realm_els (2) |
| const char | SolicitedFlag_NO ('N') |
| const char | SolicitedFlag_YES ('Y') |
| const size_t | SolicitedFlag_realm_els (2) |
| const int | ExecRestatementReason_GT_CORPORATE_ACTION (0) |
| const int | ExecRestatementReason_GT_RENEWAL (1) |
| const int | ExecRestatementReason_VERBAL_CHANGE (2) |
| const int | ExecRestatementReason_REPRICING_OF_ORDER (3) |
| const int | ExecRestatementReason_BROKER_OPTION (4) |
| const int | ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY (5) |
| const int | ExecRestatementReason_CANCEL_ON_TRADING_HALT (6) |
| const int | ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE (7) |
| const int | ExecRestatementReason_MARKET (8) |
| const int | ExecRestatementReason_CANCELED_NOT_BEST (9) |
| const int | ExecRestatementReason_WAREHOUSE_RECAP (10) |
| const int | ExecRestatementReason_PEG_REFRESH (11) |
| const int | ExecRestatementReason_OTHER (99) |
| const size_t | ExecRestatementReason_realm_els (13) |
| const int | BusinessRejectReason_OTHER (0) |
| const int | BusinessRejectReason_UNKNOWN_ID (1) |
| const int | BusinessRejectReason_UNKNOWN_SECURITY (2) |
| const int | BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE (3) |
| const int | BusinessRejectReason_APPLICATION_NOT_AVAILABLE (4) |
| const int | BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING (5) |
| const int | BusinessRejectReason_NOT_AUTHORIZED (6) |
| const int | BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME (7) |
| const int | BusinessRejectReason_INVALID_PRICE_INCREMENT (18) |
| const size_t | BusinessRejectReason_realm_els (9) |
| const char | MsgDirection_RECEIVE ('R') |
| const char | MsgDirection_SEND ('S') |
| const size_t | MsgDirection_realm_els (2) |
| const char | DiscretionInst_RELATED_TO_DISPLAYED_PRICE ('0') |
| const char | DiscretionInst_RELATED_TO_MARKET_PRICE ('1') |
| const char | DiscretionInst_RELATED_TO_PRIMARY_PRICE ('2') |
| const char | DiscretionInst_RELATED_TO_LOCAL_PRIMARY_PRICE ('3') |
| const char | DiscretionInst_RELATED_TO_MIDPOINT_PRICE ('4') |
| const char | DiscretionInst_RELATED_TO_LAST_TRADE_PRICE ('5') |
| const char | DiscretionInst_RELATED_TO_VWAP ('6') |
| const char | DiscretionInst_AVERAGE_PRICE_GUARANTEE ('7') |
| const size_t | DiscretionInst_realm_els (8) |
| const int | BidType_NON_DISCLOSED_STYLE (1) |
| const int | BidType_DISCLOSED_SYTLE (2) |
| const int | BidType_NO_BIDDING_PROCESS (3) |
| const size_t | BidType_realm_els (3) |
| const int | BidDescriptorType_SECTOR (1) |
| const int | BidDescriptorType_COUNTRY (2) |
| const int | BidDescriptorType_INDEX (3) |
| const size_t | BidDescriptorType_realm_els (3) |
| const int | SideValueInd_SIDE_VALUE_1 (1) |
| const int | SideValueInd_SIDE_VALUE_2 (2) |
| const size_t | SideValueInd_realm_els (2) |
| const int | LiquidityIndType_5_DAY_MOVING_AVERAGE (1) |
| const int | LiquidityIndType_20_DAY_MOVING_AVERAGE (2) |
| const int | LiquidityIndType_NORMAL_MARKET_SIZE (3) |
| const int | LiquidityIndType_OTHER (4) |
| const size_t | LiquidityIndType_realm_els (4) |
| const char | ExchangeForPhysical_NO ('N') |
| const char | ExchangeForPhysical_YES ('Y') |
| const size_t | ExchangeForPhysical_realm_els (2) |
| const int | ProgRptReqs_BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST (1) |
| const int | ProgRptReqs_SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD (2) |
| const int | ProgRptReqs_REAL_TIME_EXECUTION_REPORTS (3) |
| const size_t | ProgRptReqs_realm_els (3) |
| const int | IncTaxInd_NET (1) |
| const int | IncTaxInd_GROSS (2) |
| const size_t | IncTaxInd_realm_els (2) |
| const char | BidTradeType_AGENCY ('A') |
| const char | BidTradeType_VWAP_GUARANTEE ('G') |
| const char | BidTradeType_GUARANTEED_CLOSE ('J') |
| const char | BidTradeType_RISK_TRADE ('R') |
| const size_t | BidTradeType_realm_els (4) |
| const char | BasisPxType_CLOSING_PRICE_AT_MORNINGN_SESSION ('2') |
| const char | BasisPxType_CLOSING_PRICE ('3') |
| const char | BasisPxType_CURRENT_PRICE ('4') |
| const char | BasisPxType_SQ ('5') |
| const char | BasisPxType_VWAP_THROUGH_A_DAY ('6') |
| const char | BasisPxType_VWAP_THROUGH_A_MORNING_SESSION ('7') |
| const char | BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION ('8') |
| const char | BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI ('9') |
| const char | BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI ('A') |
| const char | BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI ('B') |
| const char | BasisPxType_STRIKE ('C') |
| const char | BasisPxType_OPEN ('D') |
| const char | BasisPxType_OTHERS ('Z') |
| const size_t | BasisPxType_realm_els (13) |
| const int | PriceType_PERCENTAGE (1) |
| const int | PriceType_PER_UNIT (2) |
| const int | PriceType_FIXED_AMOUNT (3) |
| const int | PriceType_DISCOUNT (4) |
| const int | PriceType_PREMIUM (5) |
| const int | PriceType_SPREAD (6) |
| const int | PriceType_TED_PRICE (7) |
| const int | PriceType_TED_YIELD (8) |
| const int | PriceType_YIELD (9) |
| const int | PriceType_FIXED_CABINET_TRADE_PRICE (10) |
| const int | PriceType_VARIABLE_CABINET_TRADE_PRICE (11) |
| const int | PriceType_PRODUCT_TICKS_IN_HALFS (13) |
| const int | PriceType_PRODUCT_TICKS_IN_FOURTHS (14) |
| const int | PriceType_PRODUCT_TICKS_IN_EIGHTS (15) |
| const int | PriceType_PRODUCT_TICKS_IN_SIXTEENTHS (16) |
| const int | PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS (17) |
| const int | PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS (18) |
| const int | PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS (19) |
| const size_t | PriceType_realm_els (18) |
| const int | GTBookingInst_BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION (0) |
| const int | GTBookingInst_ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES (1) |
| const int | GTBookingInst_ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE (2) |
| const size_t | GTBookingInst_realm_els (3) |
| const int | ListStatusType_ACK (1) |
| const int | ListStatusType_RESPONSE (2) |
| const int | ListStatusType_TIMED (3) |
| const int | ListStatusType_EXEC_STARTED (4) |
| const int | ListStatusType_ALL_DONE (5) |
| const int | ListStatusType_ALERT (6) |
| const size_t | ListStatusType_realm_els (6) |
| const int | NetGrossInd_NET (1) |
| const int | NetGrossInd_GROSS (2) |
| const size_t | NetGrossInd_realm_els (2) |
| const int | ListOrderStatus_IN_BIDDING_PROCESS (1) |
| const int | ListOrderStatus_RECEIVED_FOR_EXECUTION (2) |
| const int | ListOrderStatus_EXECUTING (3) |
| const int | ListOrderStatus_CANCELLING (4) |
| const int | ListOrderStatus_ALERT (5) |
| const int | ListOrderStatus_ALL_DONE (6) |
| const int | ListOrderStatus_REJECT (7) |
| const size_t | ListOrderStatus_realm_els (7) |
| const char | ListExecInstType_IMMEDIATE ('1') |
| const char | ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION ('2') |
| const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3 ('3') |
| const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4 ('4') |
| const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5 ('5') |
| const size_t | ListExecInstType_realm_els (5) |
| const char | CxlRejResponseTo_ORDER_CANCEL_REQUEST ('1') |
| const char | CxlRejResponseTo_ORDER_CANCEL_REPLACE_REQUEST ('2') |
| const size_t | CxlRejResponseTo_realm_els (2) |
| const char | MultiLegReportingType_SINGLE_SECURITY ('1') |
| const char | MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY ('2') |
| const char | MultiLegReportingType_MULTI_LEG_SECURITY ('3') |
| const size_t | MultiLegReportingType_realm_els (3) |
| const char | PartyIDSource_KOREAN_INVESTOR_ID ('1') |
| const char | PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID ('2') |
| const char | PartyIDSource_TAIWANESE_TRADING_ACCT ('3') |
| const char | PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY ('4') |
| const char | PartyIDSource_CHINESE_INVESTOR_ID ('5') |
| const char | PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER ('6') |
| const char | PartyIDSource_US_SOCIAL_SECURITY_NUMBER ('7') |
| const char | PartyIDSource_US_EMPLOYER_OR_TAX_ID_NUMBER ('8') |
| const char | PartyIDSource_AUSTRALIAN_BUSINESS_NUMBER ('9') |
| const char | PartyIDSource_AUSTRALIAN_TAX_FILE_NUMBER ('A') |
| const char | PartyIDSource_BIC ('B') |
| const char | PartyIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER ('C') |
| const char | PartyIDSource_PROPRIETARY ('D') |
| const char | PartyIDSource_ISO_COUNTRY_CODE ('E') |
| const char | PartyIDSource_SETTLEMENT_ENTITY_LOCATION ('F') |
| const char | PartyIDSource_MIC ('G') |
| const char | PartyIDSource_CSD_PARTICIPANT_MEMBER_CODE ('H') |
| const char | PartyIDSource_DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT ('I') |
| const size_t | PartyIDSource_realm_els (18) |
| const int | PartyRole_EXECUTING_FIRM (1) |
| const int | PartyRole_BROKER_OF_CREDIT (2) |
| const int | PartyRole_CLIENT_ID (3) |
| const int | PartyRole_CLEARING_FIRM (4) |
| const int | PartyRole_INVESTOR_ID (5) |
| const int | PartyRole_INTRODUCING_FIRM (6) |
| const int | PartyRole_ENTERING_FIRM (7) |
| const int | PartyRole_LOCATE (8) |
| const int | PartyRole_FUND_MANAGER_CLIENT_ID (9) |
| const int | PartyRole_SETTLEMENT_LOCATION (10) |
| const int | PartyRole_ORDER_ORIGINATION_TRADER (11) |
| const int | PartyRole_EXECUTING_TRADER (12) |
| const int | PartyRole_ORDER_ORIGINATION_FIRM (13) |
| const int | PartyRole_GIVEUP_CLEARING_FIRM (14) |
| const int | PartyRole_CORRESPONDANT_CLEARING_FIRM (15) |
| const int | PartyRole_EXECUTING_SYSTEM (16) |
| const int | PartyRole_CONTRA_FIRM (17) |
| const int | PartyRole_CONTRA_CLEARING_FIRM (18) |
| const int | PartyRole_SPONSORING_FIRM (19) |
| const int | PartyRole_UNDERLYING_CONTRA_FIRM (20) |
| const int | PartyRole_CLEARING_ORGANIZATION (21) |
| const int | PartyRole_EXCHANGE (22) |
| const int | PartyRole_CUSTOMER_ACCOUNT (24) |
| const int | PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION (25) |
| const int | PartyRole_CORRESPONDENT_BROKER (26) |
| const int | PartyRole_BUYER_SELLER (27) |
| const int | PartyRole_CUSTODIAN (28) |
| const int | PartyRole_INTERMEDIARY (29) |
| const int | PartyRole_AGENT (30) |
| const int | PartyRole_SUB_CUSTODIAN (31) |
| const int | PartyRole_BENEFICIARY (32) |
| const int | PartyRole_INTERESTED_PARTY (33) |
| const int | PartyRole_REGULATORY_BODY (34) |
| const int | PartyRole_LIQUIDITY_PROVIDER (35) |
| const int | PartyRole_ENTERING_TRADER (36) |
| const int | PartyRole_CONTRA_TRADER (37) |
| const int | PartyRole_POSITION_ACCOUNT (38) |
| const int | PartyRole_CONTRA_INVESTOR_ID (39) |
| const int | PartyRole_TRANSFER_TO_FIRM (40) |
| const int | PartyRole_CONTRA_POSITION_ACCOUNT (41) |
| const int | PartyRole_CONTRA_EXCHANGE (42) |
| const int | PartyRole_INTERNAL_CARRY_ACCOUNT (43) |
| const int | PartyRole_ORDER_ENTRY_OPERATOR_ID (44) |
| const int | PartyRole_SECONDARY_ACCOUNT_NUMBER (45) |
| const int | PartyRole_FOREIGN_FIRM (46) |
| const int | PartyRole_THIRD_PARTY_ALLOCATION_FIRM (47) |
| const int | PartyRole_CLAIMING_ACCOUNT (48) |
| const int | PartyRole_ASSET_MANAGER (49) |
| const int | PartyRole_PLEDGOR_ACCOUNT (50) |
| const int | PartyRole_PLEDGEE_ACCOUNT (51) |
| const int | PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT (52) |
| const int | PartyRole_TRADER_MNEMONIC (53) |
| const int | PartyRole_SENDER_LOCATION (54) |
| const int | PartyRole_SESSION_ID (55) |
| const int | PartyRole_ACCEPTABLE_COUNTERPARTY (56) |
| const int | PartyRole_UNACCEPTABLE_COUNTERPARTY (57) |
| const int | PartyRole_ENTERING_UNIT (58) |
| const int | PartyRole_EXECUTING_UNIT (59) |
| const int | PartyRole_INTRODUCING_BROKER (60) |
| const int | PartyRole_QUOTE_ORIGINATOR (61) |
| const int | PartyRole_REPORT_ORIGINATOR (62) |
| const int | PartyRole_SYSTEMATIC_INTERNALISER (63) |
| const int | PartyRole_MULTILATERAL_TRADING_FACILITY (64) |
| const int | PartyRole_REGULATED_MARKET (65) |
| const int | PartyRole_MARKET_MAKER (66) |
| const int | PartyRole_INVESTMENT_FIRM (67) |
| const int | PartyRole_HOST_COMPETENT_AUTHORITY (68) |
| const int | PartyRole_HOME_COMPETENT_AUTHORITY (69) |
| const int | PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY (70) |
| const int | PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION (71) |
| const int | PartyRole_REPORTING_INTERMEDIARY (72) |
| const int | PartyRole_EXECUTION_VENUE (73) |
| const int | PartyRole_MARKET_DATA_ENTRY_ORIGINATOR (74) |
| const int | PartyRole_LOCATION_ID (75) |
| const int | PartyRole_DESK_ID (76) |
| const int | PartyRole_MARKET_DATA_MARKET (77) |
| const int | PartyRole_ALLOCATION_ENTITY (78) |
| const int | PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES (79) |
| const int | PartyRole_STEP_OUT_FIRM (80) |
| const int | PartyRole_BROKERCLEARINGID (81) |
| const int | PartyRole_CENTRAL_REGISTRATION_DEPOSITORY (82) |
| const int | PartyRole_CLEARING_ACCOUNT (83) |
| const int | PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY (84) |
| const int | PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY (85) |
| const size_t | PartyRole_realm_els (84) |
| const int | Product_AGENCY (1) |
| const int | Product_COMMODITY (2) |
| const int | Product_CORPORATE (3) |
| const int | Product_CURRENCY (4) |
| const int | Product_EQUITY (5) |
| const int | Product_GOVERNMENT (6) |
| const int | Product_INDEX (7) |
| const int | Product_LOAN (8) |
| const int | Product_MONEYMARKET (9) |
| const int | Product_MORTGAGE (10) |
| const int | Product_MUNICIPAL (11) |
| const int | Product_OTHER (12) |
| const int | Product_FINANCING (13) |
| const size_t | Product_realm_els (13) |
| const char | RoundingDirection_ROUND_TO_NEAREST ('0') |
| const char | RoundingDirection_ROUND_DOWN ('1') |
| const char | RoundingDirection_ROUND_UP ('2') |
| const size_t | RoundingDirection_realm_els (3) |
| const int | DistribPaymentMethod_CREST (1) |
| const int | DistribPaymentMethod_NSCC (2) |
| const int | DistribPaymentMethod_EUROCLEAR (3) |
| const int | DistribPaymentMethod_CLEARSTREAM (4) |
| const int | DistribPaymentMethod_CHEQUE (5) |
| const int | DistribPaymentMethod_TELEGRAPHIC_TRANSFER (6) |
| const int | DistribPaymentMethod_FED_WIRE (7) |
| const int | DistribPaymentMethod_DIRECT_CREDIT (8) |
| const int | DistribPaymentMethod_ACH_CREDIT (9) |
| const int | DistribPaymentMethod_BPAY (10) |
| const int | DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS (11) |
| const int | DistribPaymentMethod_REINVEST_IN_FUND (12) |
| const size_t | DistribPaymentMethod_realm_els (12) |
| const char | CancellationRights_NO_M ('M') |
| const char | CancellationRights_NO_N ('N') |
| const char | CancellationRights_NO_O ('O') |
| const char | CancellationRights_YES ('Y') |
| const size_t | CancellationRights_realm_els (4) |
| const char | MoneyLaunderingStatus_EXEMPT_1 ('1') |
| const char | MoneyLaunderingStatus_EXEMPT_2 ('2') |
| const char | MoneyLaunderingStatus_EXEMPT_3 ('3') |
| const char | MoneyLaunderingStatus_NOT_CHECKED ('N') |
| const char | MoneyLaunderingStatus_PASSED ('Y') |
| const size_t | MoneyLaunderingStatus_realm_els (5) |
| const char | ExecPriceType_BID_PRICE ('B') |
| const char | ExecPriceType_CREATION_PRICE ('C') |
| const char | ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT ('D') |
| const char | ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT ('E') |
| const char | ExecPriceType_OFFER_PRICE ('O') |
| const char | ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT ('P') |
| const char | ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT ('Q') |
| const char | ExecPriceType_SINGLE_PRICE ('S') |
| const size_t | ExecPriceType_realm_els (8) |
| const int | TradeReportTransType_NEW (0) |
| const int | TradeReportTransType_CANCEL (1) |
| const int | TradeReportTransType_REPLACE (2) |
| const int | TradeReportTransType_RELEASE (3) |
| const int | TradeReportTransType_REVERSE (4) |
| const int | TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE (5) |
| const size_t | TradeReportTransType_realm_els (6) |
| const int | PaymentMethod_CREST (1) |
| const int | PaymentMethod_NSCC (2) |
| const int | PaymentMethod_EUROCLEAR (3) |
| const int | PaymentMethod_CLEARSTREAM (4) |
| const int | PaymentMethod_CHEQUE (5) |
| const int | PaymentMethod_TELEGRAPHIC_TRANSFER (6) |
| const int | PaymentMethod_FED_WIRE (7) |
| const int | PaymentMethod_DEBIT_CARD (8) |
| const int | PaymentMethod_DIRECT_DEBIT (9) |
| const int | PaymentMethod_DIRECT_CREDIT (10) |
| const int | PaymentMethod_CREDIT_CARD (11) |
| const int | PaymentMethod_ACH_DEBIT (12) |
| const int | PaymentMethod_ACH_CREDIT (13) |
| const int | PaymentMethod_BPAY (14) |
| const int | PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM (15) |
| const size_t | PaymentMethod_realm_els (15) |
| const int | TaxAdvantageType_NONE_NOT_APPLICABLE (0) |
| const int | TaxAdvantageType_MAXI_ISA (1) |
| const int | TaxAdvantageType_TESSA (2) |
| const int | TaxAdvantageType_MINI_CASH_ISA (3) |
| const int | TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA (4) |
| const int | TaxAdvantageType_MINI_INSURANCE_ISA (5) |
| const int | TaxAdvantageType_CURRENT_YEAR_PAYMENT (6) |
| const int | TaxAdvantageType_PRIOR_YEAR_PAYMENT (7) |
| const int | TaxAdvantageType_ASSET_TRANSFER (8) |
| const int | TaxAdvantageType_EMPLOYEE_9 (9) |
| const int | TaxAdvantageType_EMPLOYEE_10 (10) |
| const int | TaxAdvantageType_EMPLOYER_11 (11) |
| const int | TaxAdvantageType_EMPLOYER_12 (12) |
| const int | TaxAdvantageType_NON_FUND_PROTOTYPE_IRA (13) |
| const int | TaxAdvantageType_NON_FUND_QUALIFIED_PLAN (14) |
| const int | TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN (15) |
| const int | TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16 (16) |
| const int | TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17 (17) |
| const int | TaxAdvantageType_KEOGH (18) |
| const int | TaxAdvantageType_PROFIT_SHARING_PLAN (19) |
| const int | TaxAdvantageType_401 (20) |
| const int | TaxAdvantageType_SELF_DIRECTED_IRA (21) |
| const int | TaxAdvantageType_403 (22) |
| const int | TaxAdvantageType_457 (23) |
| const int | TaxAdvantageType_ROTH_IRA_24 (24) |
| const int | TaxAdvantageType_ROTH_IRA_25 (25) |
| const int | TaxAdvantageType_ROTH_CONVERSION_IRA_26 (26) |
| const int | TaxAdvantageType_ROTH_CONVERSION_IRA_27 (27) |
| const int | TaxAdvantageType_EDUCATION_IRA_28 (28) |
| const int | TaxAdvantageType_EDUCATION_IRA_29 (29) |
| const int | TaxAdvantageType_OTHER (999) |
| const size_t | TaxAdvantageType_realm_els (31) |
| const char | FundRenewWaiv_NO ('N') |
| const char | FundRenewWaiv_YES ('Y') |
| const size_t | FundRenewWaiv_realm_els (2) |
| const char | RegistStatus_ACCEPTED ('A') |
| const char | RegistStatus_HELD ('H') |
| const char | RegistStatus_REMINDER ('N') |
| const char | RegistStatus_REJECTED ('R') |
| const size_t | RegistStatus_realm_els (4) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE (1) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE (2) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_OWNERSHIP_TYPE (3) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETAILS (4) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO (5) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DETAILS (6) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DETAILS (7) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS (8) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID (9) |
| const int | RegistRejReasonCode_INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE (10) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_DATE_OF_BIRTH (11) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE (12) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS (13) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE (14) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD (15) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME (16) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE (17) |
| const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM (18) |
| const int | RegistRejReasonCode_OTHER (99) |
| const size_t | RegistRejReasonCode_realm_els (19) |
| const char | RegistTransType_NEW ('0') |
| const char | RegistTransType_REPLACE ('1') |
| const char | RegistTransType_CANCEL ('2') |
| const size_t | RegistTransType_realm_els (3) |
| const char | OwnershipType_JOINT_TRUSTEES ('2') |
| const char | OwnershipType_JOINT_INVESTORS ('J') |
| const char | OwnershipType_TENANTS_IN_COMMON ('T') |
| const size_t | OwnershipType_realm_els (3) |
| const int | ContAmtType_COMMISSION_AMOUNT (1) |
| const int | ContAmtType_COMMISSION_PERCENT (2) |
| const int | ContAmtType_INITIAL_CHARGE_AMOUNT (3) |
| const int | ContAmtType_INITIAL_CHARGE_PERCENT (4) |
| const int | ContAmtType_DISCOUNT_AMOUNT (5) |
| const int | ContAmtType_DISCOUNT_PERCENT (6) |
| const int | ContAmtType_DILUTION_LEVY_AMOUNT (7) |
| const int | ContAmtType_DILUTION_LEVY_PERCENT (8) |
| const int | ContAmtType_EXIT_CHARGE_AMOUNT (9) |
| const int | ContAmtType_EXIT_CHARGE_PERCENT (10) |
| const int | ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT (11) |
| const int | ContAmtType_PROJECTED_FUND_VALUE (12) |
| const int | ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13 (13) |
| const int | ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14 (14) |
| const int | ContAmtType_NET_SETTLEMENT_AMOUNT (15) |
| const size_t | ContAmtType_realm_els (15) |
| const int | OwnerType_INDIVIDUAL_INVESTOR (1) |
| const int | OwnerType_PUBLIC_COMPANY (2) |
| const int | OwnerType_PRIVATE_COMPANY (3) |
| const int | OwnerType_INDIVIDUAL_TRUSTEE (4) |
| const int | OwnerType_COMPANY_TRUSTEE (5) |
| const int | OwnerType_PENSION_PLAN (6) |
| const int | OwnerType_CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT (7) |
| const int | OwnerType_TRUSTS (8) |
| const int | OwnerType_FIDUCIARIES (9) |
| const int | OwnerType_NETWORKING_SUB_ACCOUNT (10) |
| const int | OwnerType_NON_PROFIT_ORGANIZATION (11) |
| const int | OwnerType_CORPORATE_BODY (12) |
| const int | OwnerType_NOMINEE (13) |
| const size_t | OwnerType_realm_els (13) |
| const char | OrderCapacity_AGENCY ('A') |
| const char | OrderCapacity_PROPRIETARY ('G') |
| const char | OrderCapacity_INDIVIDUAL ('I') |
| const char | OrderCapacity_PRINCIPAL ('P') |
| const char | OrderCapacity_RISKLESS_PRINCIPAL ('R') |
| const char | OrderCapacity_AGENT_FOR_OTHER_MEMBER ('W') |
| const size_t | OrderCapacity_realm_els (6) |
| const f8String | OrderRestrictions_PROGRAM_TRADE ("1") |
| const f8String | OrderRestrictions_INDEX_ARBITRAGE ("2") |
| const f8String | OrderRestrictions_NON_INDEX_ARBITRAGE ("3") |
| const f8String | OrderRestrictions_COMPETING_MARKET_MAKER ("4") |
| const f8String | OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY ("5") |
| const f8String | OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY ("6") |
| const f8String | OrderRestrictions_FOREIGN_ENTITY ("7") |
| const f8String | OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT ("8") |
| const f8String | OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE ("9") |
| const f8String | OrderRestrictions_RISKLESS_ARBITRAGE ("A") |
| const f8String | OrderRestrictions_ISSUER_HOLDING ("B") |
| const f8String | OrderRestrictions_ISSUE_PRICE_STABILIZATION ("C") |
| const f8String | OrderRestrictions_NON_ALGORITHMIC ("D") |
| const f8String | OrderRestrictions_ALGORITHMIC ("E") |
| const f8String | OrderRestrictions_CROSS ("F") |
| const size_t | OrderRestrictions_realm_els (15) |
| const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY ('1') |
| const char | MassCancelRequestType_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY ('2') |
| const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_PRODUCT ('3') |
| const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_CFICODE ('4') |
| const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITYTYPE ('5') |
| const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_TRADING_SESSION ('6') |
| const char | MassCancelRequestType_CANCEL_ALL_ORDERS ('7') |
| const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET ('8') |
| const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT ('9') |
| const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY_GROUP ('A') |
| const char | MassCancelRequestType_CANCEL_FOR_SECURITY_ISSUER ('B') |
| const char | MassCancelRequestType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY ('C') |
| const size_t | MassCancelRequestType_realm_els (12) |
| const char | MassCancelResponse_CANCEL_REQUEST_REJECTED ('0') |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY ('1') |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY ('2') |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT ('3') |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE ('4') |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE ('5') |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION ('6') |
| const char | MassCancelResponse_CANCEL_ALL_ORDERS ('7') |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET ('8') |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT ('9') |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP ('A') |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER ('B') |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY ('C') |
| const size_t | MassCancelResponse_realm_els (13) |
| const int | MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED (0) |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY (1) |
| const int | MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY (2) |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT (3) |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE (4) |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE (5) |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION (6) |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET (7) |
| const int | MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT (8) |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP (9) |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER (10) |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY (11) |
| const int | MassCancelRejectReason_OTHER (99) |
| const size_t | MassCancelRejectReason_realm_els (13) |
| const int | QuoteType_INDICATIVE (0) |
| const int | QuoteType_TRADEABLE (1) |
| const int | QuoteType_RESTRICTED_TRADEABLE (2) |
| const int | QuoteType_COUNTER (3) |
| const size_t | QuoteType_realm_els (4) |
| const char | CashMargin_CASH ('1') |
| const char | CashMargin_MARGIN_OPEN ('2') |
| const char | CashMargin_MARGIN_CLOSE ('3') |
| const size_t | CashMargin_realm_els (3) |
| const f8String | Scope_LOCAL_MARKET ("1") |
| const f8String | Scope_NATIONAL ("2") |
| const f8String | Scope_GLOBAL ("3") |
| const size_t | Scope_realm_els (3) |
| const char | MDImplicitDelete_NO ('N') |
| const char | MDImplicitDelete_YES ('Y') |
| const size_t | MDImplicitDelete_realm_els (2) |
| const int | CrossType_CROSS_AON (1) |
| const int | CrossType_CROSS_IOC (2) |
| const int | CrossType_CROSS_ONE_SIDE (3) |
| const int | CrossType_CROSS_SAME_PRICE (4) |
| const size_t | CrossType_realm_els (4) |
| const int | CrossPrioritization_NONE (0) |
| const int | CrossPrioritization_BUY_SIDE_IS_PRIORITIZED (1) |
| const int | CrossPrioritization_SELL_SIDE_IS_PRIORITIZED (2) |
| const size_t | CrossPrioritization_realm_els (3) |
| const int | SecurityListRequestType_SYMBOL (0) |
| const int | SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE (1) |
| const int | SecurityListRequestType_PRODUCT (2) |
| const int | SecurityListRequestType_TRADINGSESSIONID (3) |
| const int | SecurityListRequestType_ALL_SECURITIES (4) |
| const int | SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID (5) |
| const size_t | SecurityListRequestType_realm_els (6) |
| const int | SecurityRequestResult_VALID_REQUEST (0) |
| const int | SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST (1) |
| const int | SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA (2) |
| const int | SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA (3) |
| const int | SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE (4) |
| const int | SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED (5) |
| const size_t | SecurityRequestResult_realm_els (6) |
| const int | MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY (0) |
| const int | MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY (1) |
| const int | MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY (2) |
| const size_t | MultiLegRptTypeReq_realm_els (3) |
| const int | TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID (1) |
| const int | TradSesStatusRejReason_OTHER (99) |
| const size_t | TradSesStatusRejReason_realm_els (2) |
| const int | TradeRequestType_ALL_TRADES (0) |
| const int | TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST (1) |
| const int | TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA (2) |
| const int | TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA (3) |
| const int | TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA (4) |
| const size_t | TradeRequestType_realm_els (5) |
| const char | PreviouslyReported_NO ('N') |
| const char | PreviouslyReported_YES ('Y') |
| const size_t | PreviouslyReported_realm_els (2) |
| const char | MatchStatus_COMPARED_MATCHED_OR_AFFIRMED ('0') |
| const char | MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRMED ('1') |
| const char | MatchStatus_ADVISORY_OR_ALERT ('2') |
| const size_t | MatchStatus_realm_els (3) |
| const f8String | MatchType_ONE_PARTY_TRADE_REPORT ("1") |
| const f8String | MatchType_TWO_PARTY_TRADE_REPORT ("2") |
| const f8String | MatchType_CONFIRMED_TRADE_REPORT ("3") |
| const f8String | MatchType_AUTO_MATCH ("4") |
| const f8String | MatchType_CROSS_AUCTION ("5") |
| const f8String | MatchType_COUNTER_ORDER_SELECTION ("6") |
| const f8String | MatchType_CALL_AUCTION ("7") |
| const f8String | MatchType_ISSUING_BUY_BACK_AUCTION ("8") |
| const f8String | MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME ("A1") |
| const f8String | MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES ("A2") |
| const f8String | MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME ("A3") |
| const f8String | MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES ("A4") |
| const f8String | MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME ("A5") |
| const f8String | MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS ("AQ") |
| const f8String | MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH ("M1") |
| const f8String | MatchType_SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH ("M2") |
| const f8String | MatchType_ACT_ACCEPTED_TRADE ("M3") |
| const f8String | MatchType_ACT_DEFAULT_TRADE ("M4") |
| const f8String | MatchType_ACT_DEFAULT_AFTER_M2 ("M5") |
| const f8String | MatchType_ACT_M6_MATCH ("M6") |
| const f8String | MatchType_OCS_LOCKED_IN_NON_ACT ("MT") |
| const f8String | MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED ("S1") |
| const f8String | MatchType_SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED ("S2") |
| const f8String | MatchType_SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED ("S3") |
| const f8String | MatchType_SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED ("S4") |
| const f8String | MatchType_SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED ("S5") |
| const size_t | MatchType_realm_els (26) |
| const char | OddLot_NO ('N') |
| const char | OddLot_YES ('Y') |
| const size_t | OddLot_realm_els (2) |
| const int | ClearingInstruction_PROCESS_NORMALLY (0) |
| const int | ClearingInstruction_EXCLUDE_FROM_ALL_NETTING (1) |
| const int | ClearingInstruction_BILATERAL_NETTING_ONLY (2) |
| const int | ClearingInstruction_EX_CLEARING (3) |
| const int | ClearingInstruction_SPECIAL_TRADE (4) |
| const int | ClearingInstruction_MULTILATERAL_NETTING (5) |
| const int | ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY (6) |
| const int | ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY (7) |
| const int | ClearingInstruction_MANUAL_MODE (8) |
| const int | ClearingInstruction_AUTOMATIC_POSTING_MODE (9) |
| const int | ClearingInstruction_AUTOMATIC_GIVE_UP_MODE (10) |
| const int | ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR (11) |
| const int | ClearingInstruction_CUSTOMER_TRADE (12) |
| const int | ClearingInstruction_SELF_CLEARING (13) |
| const size_t | ClearingInstruction_realm_els (14) |
| const int | AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS (1) |
| const int | AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS (2) |
| const int | AccountType_HOUSE_TRADER (3) |
| const int | AccountType_FLOOR_TRADER (4) |
| const int | AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED (6) |
| const int | AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED (7) |
| const int | AccountType_JOINT_BACK_OFFICE_ACCOUNT (8) |
| const size_t | AccountType_realm_els (7) |
| const int | CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT (1) |
| const int | CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT (2) |
| const int | CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER (3) |
| const int | CustOrderCapacity_ALL_OTHER (4) |
| const size_t | CustOrderCapacity_realm_els (4) |
| const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY (1) |
| const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY (2) |
| const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT (3) |
| const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE (4) |
| const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE (5) |
| const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION (6) |
| const int | MassStatusReqType_STATUS_FOR_ALL_ORDERS (7) |
| const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID (8) |
| const int | MassStatusReqType_STATUS_FOR_SECURITY_ISSUER (9) |
| const int | MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY (10) |
| const size_t | MassStatusReqType_realm_els (10) |
| const char | DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR ('0') |
| const char | DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING ('1') |
| const char | DayBookingInst_ACCUMULATE ('2') |
| const size_t | DayBookingInst_realm_els (3) |
| const char | BookingUnit_EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT ('0') |
| const char | BookingUnit_AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER ('1') |
| const char | BookingUnit_AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE ('2') |
| const size_t | BookingUnit_realm_els (3) |
| const char | PreallocMethod_PRO_RATA ('0') |
| const char | PreallocMethod_DO_NOT_PRO_RATA ('1') |
| const size_t | PreallocMethod_realm_els (2) |
| const f8String | TradingSessionSubID_PRE_TRADING ("1") |
| const f8String | TradingSessionSubID_OPENING_OR_OPENING_AUCTION ("2") |
| const f8String | TradingSessionSubID_3 ("3") |
| const f8String | TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION ("4") |
| const f8String | TradingSessionSubID_POST_TRADING ("5") |
| const f8String | TradingSessionSubID_INTRADAY_AUCTION ("6") |
| const f8String | TradingSessionSubID_QUIESCENT ("7") |
| const size_t | TradingSessionSubID_realm_els (7) |
| const int | AllocType_CALCULATED (1) |
| const int | AllocType_PRELIMINARY (2) |
| const int | AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY (3) |
| const int | AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY (4) |
| const int | AllocType_READY_TO_BOOK (5) |
| const int | AllocType_BUYSIDE_READY_TO_BOOK (6) |
| const int | AllocType_WAREHOUSE_INSTRUCTION (7) |
| const int | AllocType_REQUEST_TO_INTERMEDIARY (8) |
| const int | AllocType_ACCEPT (9) |
| const int | AllocType_REJECT (10) |
| const int | AllocType_ACCEPT_PENDING (11) |
| const int | AllocType_INCOMPLETE_GROUP (12) |
| const int | AllocType_COMPLETE_GROUP (13) |
| const int | AllocType_REVERSAL_PENDING (14) |
| const size_t | AllocType_realm_els (14) |
| const f8String | ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ("1") |
| const f8String | ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ("2") |
| const f8String | ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ("3") |
| const f8String | ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ("4") |
| const f8String | ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ("5") |
| const f8String | ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT ("9") |
| const f8String | ClearingFeeIndicator_CBOE_MEMBER ("B") |
| const f8String | ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER ("C") |
| const f8String | ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER ("E") |
| const f8String | ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS ("F") |
| const f8String | ClearingFeeIndicator_106H_AND_106J_FIRMS ("H") |
| const f8String | ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS ("I") |
| const f8String | ClearingFeeIndicator_LESSEE_106F_EMPLOYEES ("L") |
| const f8String | ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES ("M") |
| const size_t | ClearingFeeIndicator_realm_els (14) |
| const char | WorkingIndicator_NO ('N') |
| const char | WorkingIndicator_YES ('Y') |
| const size_t | WorkingIndicator_realm_els (2) |
| const int | PriorityIndicator_PRIORITY_UNCHANGED (0) |
| const int | PriorityIndicator_LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE (1) |
| const size_t | PriorityIndicator_realm_els (2) |
| const char | LegalConfirm_NO ('N') |
| const char | LegalConfirm_YES ('Y') |
| const size_t | LegalConfirm_realm_els (2) |
| const int | QuoteRequestRejectReason_UNKNOWN_SYMBOL (1) |
| const int | QuoteRequestRejectReason_EXCHANGE (2) |
| const int | QuoteRequestRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT (3) |
| const int | QuoteRequestRejectReason_TOO_LATE_TO_ENTER (4) |
| const int | QuoteRequestRejectReason_INVALID_PRICE (5) |
| const int | QuoteRequestRejectReason_NOT_AUTHORIZED_TO_REQUEST_QUOTE (6) |
| const int | QuoteRequestRejectReason_NO_MATCH_FOR_INQUIRY (7) |
| const int | QuoteRequestRejectReason_NO_MARKET_FOR_INSTRUMENT (8) |
| const int | QuoteRequestRejectReason_NO_INVENTORY (9) |
| const int | QuoteRequestRejectReason_PASS (10) |
| const int | QuoteRequestRejectReason_INSUFFICIENT_CREDIT (11) |
| const int | QuoteRequestRejectReason_OTHER (99) |
| const size_t | QuoteRequestRejectReason_realm_els (12) |
| const int | AcctIDSource_BIC (1) |
| const int | AcctIDSource_SID_CODE (2) |
| const int | AcctIDSource_TFM (3) |
| const int | AcctIDSource_OMGEO (4) |
| const int | AcctIDSource_DTCC_CODE (5) |
| const int | AcctIDSource_OTHER (99) |
| const size_t | AcctIDSource_realm_els (6) |
| const int | ConfirmStatus_RECEIVED (1) |
| const int | ConfirmStatus_MISMATCHED_ACCOUNT (2) |
| const int | ConfirmStatus_MISSING_SETTLEMENT_INSTRUCTIONS (3) |
| const int | ConfirmStatus_CONFIRMED (4) |
| const int | ConfirmStatus_REQUEST_REJECTED (5) |
| const size_t | ConfirmStatus_realm_els (5) |
| const int | ConfirmTransType_NEW (0) |
| const int | ConfirmTransType_REPLACE (1) |
| const int | ConfirmTransType_CANCEL (2) |
| const size_t | ConfirmTransType_realm_els (3) |
| const int | DeliveryForm_BOOK_ENTRY (1) |
| const int | DeliveryForm_BEARER (2) |
| const size_t | DeliveryForm_realm_els (2) |
| const int | LegSwapType_PAR_FOR_PAR (1) |
| const int | LegSwapType_MODIFIED_DURATION (2) |
| const int | LegSwapType_RISK (4) |
| const int | LegSwapType_PROCEEDS (5) |
| const size_t | LegSwapType_realm_els (4) |
| const int | QuotePriceType_PERCENT (1) |
| const int | QuotePriceType_PER_SHARE (2) |
| const int | QuotePriceType_FIXED_AMOUNT (3) |
| const int | QuotePriceType_DISCOUNT (4) |
| const int | QuotePriceType_PREMIUM (5) |
| const int | QuotePriceType_SPREAD (6) |
| const int | QuotePriceType_TED_PRICE (7) |
| const int | QuotePriceType_TED_YIELD (8) |
| const int | QuotePriceType_YIELD_SPREAD (9) |
| const int | QuotePriceType_YIELD (10) |
| const size_t | QuotePriceType_realm_els (10) |
| const int | QuoteRespType_HIT_LIFT (1) |
| const int | QuoteRespType_COUNTER (2) |
| const int | QuoteRespType_EXPIRED (3) |
| const int | QuoteRespType_COVER (4) |
| const int | QuoteRespType_DONE_AWAY (5) |
| const int | QuoteRespType_PASS (6) |
| const int | QuoteRespType_END_TRADE (7) |
| const int | QuoteRespType_TIMED_OUT (8) |
| const size_t | QuoteRespType_realm_els (8) |
| const f8String | PosType_ALLOCATION_TRADE_QTY ("ALC") |
| const f8String | PosType_OPTION_ASSIGNMENT ("AS") |
| const f8String | PosType_AS_OF_TRADE_QTY ("ASF") |
| const f8String | PosType_CORPORATE_ACTION_ADJUSTMENT ("CAA") |
| const f8String | PosType_CREDIT_EVENT_ADJUSTMENT ("CEA") |
| const f8String | PosType_NET_DELTA_QTY ("DLT") |
| const f8String | PosType_DELIVERY_QTY ("DLV") |
| const f8String | PosType_DELIVERY_NOTICE_QTY ("DN") |
| const f8String | PosType_EXCHANGE_FOR_PHYSICAL_QTY ("EP") |
| const f8String | PosType_ELECTRONIC_TRADE_QTY ("ETR") |
| const f8String | PosType_OPTION_EXERCISE_QTY ("EX") |
| const f8String | PosType_END_OF_DAY_QTY ("FIN") |
| const f8String | PosType_INTRA_SPREAD_QTY ("IAS") |
| const f8String | PosType_INTER_SPREAD_QTY ("IES") |
| const f8String | PosType_ADJUSTMENT_QTY ("PA") |
| const f8String | PosType_PIT_TRADE_QTY ("PIT") |
| const f8String | PosType_PRIVATELY_NEGOTIATED_TRADE_QTY ("PNTN") |
| const f8String | PosType_RECEIVE_QUANTITY ("RCV") |
| const f8String | PosType_SUCCESSION_EVENT_ADJUSTMENT ("SEA") |
| const f8String | PosType_START_OF_DAY_QTY ("SOD") |
| const f8String | PosType_INTEGRAL_SPLIT ("SPL") |
| const f8String | PosType_TRANSACTION_FROM_ASSIGNMENT ("TA") |
| const f8String | PosType_TOTAL_TRANSACTION_QTY ("TOT") |
| const f8String | PosType_TRANSACTION_QUANTITY ("TQ") |
| const f8String | PosType_TRANSFER_TRADE_QTY ("TRF") |
| const f8String | PosType_TRANSACTION_FROM_EXERCISE ("TX") |
| const f8String | PosType_CROSS_MARGIN_QTY ("XM") |
| const size_t | PosType_realm_els (27) |
| const int | PosQtyStatus_SUBMITTED (0) |
| const int | PosQtyStatus_ACCEPTED (1) |
| const int | PosQtyStatus_REJECTED (2) |
| const size_t | PosQtyStatus_realm_els (3) |
| const f8String | PosAmtType_ACCRUED_COUPON_AMOUNT ("ACPN") |
| const f8String | PosAmtType_TOTAL_BANKED_AMOUNT ("BANK") |
| const f8String | PosAmtType_CASH_AMOUNT ("CASH") |
| const f8String | PosAmtType_COLLATERALIZED_MARK_TO_MARKET ("CMTM") |
| const f8String | PosAmtType_TOTAL_COLLATERALIZED_AMOUNT ("COLAT") |
| const f8String | PosAmtType_COUPON_AMOUNT ("CPN") |
| const f8String | PosAmtType_CASH_RESIDUAL_AMOUNT ("CRES") |
| const f8String | PosAmtType_COMPENSATION_AMOUNT ("DLV") |
| const f8String | PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT ("FMTM") |
| const f8String | PosAmtType_INCREMENTAL_ACCRUED_COUPON ("IACPN") |
| const f8String | PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET ("ICMTM") |
| const f8String | PosAmtType_INITIAL_TRADE_COUPON_AMOUNT ("ICPN") |
| const f8String | PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT ("IMTM") |
| const f8String | PosAmtType_PREMIUM_AMOUNT ("PREM") |
| const f8String | PosAmtType_SETTLEMENT_VALUE ("SETL") |
| const f8String | PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT ("SMTM") |
| const f8String | PosAmtType_TRADE_VARIATION_AMOUNT ("TVAR") |
| const f8String | PosAmtType_VALUE_ADJUSTED_AMOUNT ("VADJ") |
| const size_t | PosAmtType_realm_els (18) |
| const int | PosTransType_EXERCISE (1) |
| const int | PosTransType_DO_NOT_EXERCISE (2) |
| const int | PosTransType_POSITION_ADJUSTMENT (3) |
| const int | PosTransType_POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION (4) |
| const int | PosTransType_PLEDGE (5) |
| const int | PosTransType_LARGE_TRADER_SUBMISSION (6) |
| const size_t | PosTransType_realm_els (6) |
| const int | PosMaintAction_NEW (1) |
| const int | PosMaintAction_REPLACE (2) |
| const int | PosMaintAction_CANCEL (3) |
| const int | PosMaintAction_REVERSE (4) |
| const size_t | PosMaintAction_realm_els (4) |
| const f8String | SettlSessID_END_OF_DAY ("EOD") |
| const f8String | SettlSessID_ELECTRONIC_TRADING_HOURS ("ETH") |
| const f8String | SettlSessID_INTRADAY ("ITD") |
| const f8String | SettlSessID_REGULAR_TRADING_HOURS ("RTH") |
| const size_t | SettlSessID_realm_els (4) |
| const int | AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION (0) |
| const int | AdjustmentType_DELTA_PLUS (1) |
| const int | AdjustmentType_DELTA_MINUS (2) |
| const int | AdjustmentType_FINAL (3) |
| const size_t | AdjustmentType_realm_els (4) |
| const int | PosMaintStatus_ACCEPTED (0) |
| const int | PosMaintStatus_ACCEPTED_WITH_WARNINGS (1) |
| const int | PosMaintStatus_REJECTED (2) |
| const int | PosMaintStatus_COMPLETED (3) |
| const int | PosMaintStatus_COMPLETED_WITH_WARNINGS (4) |
| const size_t | PosMaintStatus_realm_els (5) |
| const int | PosMaintResult_SUCCESSFUL_COMPLETION (0) |
| const int | PosMaintResult_REJECTED (1) |
| const int | PosMaintResult_OTHER (99) |
| const size_t | PosMaintResult_realm_els (3) |
| const int | PosReqType_POSITIONS (0) |
| const int | PosReqType_TRADES (1) |
| const int | PosReqType_EXERCISES (2) |
| const int | PosReqType_ASSIGNMENTS (3) |
| const int | PosReqType_SETTLEMENT_ACTIVITY (4) |
| const int | PosReqType_BACKOUT_MESSAGE (5) |
| const int | PosReqType_DELTA_POSITIONS (6) |
| const size_t | PosReqType_realm_els (7) |
| const int | ResponseTransportType_INBAND (0) |
| const int | ResponseTransportType_OUT_OF_BAND (1) |
| const size_t | ResponseTransportType_realm_els (2) |
| const int | PosReqResult_VALID_REQUEST (0) |
| const int | PosReqResult_INVALID_OR_UNSUPPORTED_REQUEST (1) |
| const int | PosReqResult_NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA (2) |
| const int | PosReqResult_NOT_AUTHORIZED_TO_REQUEST_POSITIONS (3) |
| const int | PosReqResult_REQUEST_FOR_POSITION_NOT_SUPPORTED (4) |
| const int | PosReqResult_OTHER (99) |
| const size_t | PosReqResult_realm_els (6) |
| const int | PosReqStatus_COMPLETED (0) |
| const int | PosReqStatus_COMPLETED_WITH_WARNINGS (1) |
| const int | PosReqStatus_REJECTED (2) |
| const size_t | PosReqStatus_realm_els (3) |
| const int | SettlPriceType_FINAL (1) |
| const int | SettlPriceType_THEORETICAL (2) |
| const size_t | SettlPriceType_realm_els (2) |
| const char | AssignmentMethod_PRO_RATA ('P') |
| const char | AssignmentMethod_RANDOM ('R') |
| const size_t | AssignmentMethod_realm_els (2) |
| const char | ExerciseMethod_AUTOMATIC ('A') |
| const char | ExerciseMethod_MANUAL ('M') |
| const size_t | ExerciseMethod_realm_els (2) |
| const int | TradeRequestResult_SUCCESSFUL (0) |
| const int | TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT (1) |
| const int | TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED (2) |
| const int | TradeRequestResult_INVALID_PARTIES (3) |
| const int | TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED (4) |
| const int | TradeRequestResult_INVALID_DESTINATION_REQUESTED (5) |
| const int | TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED (8) |
| const int | TradeRequestResult_NOT_AUTHORIZED (9) |
| const int | TradeRequestResult_OTHER (99) |
| const size_t | TradeRequestResult_realm_els (9) |
| const int | TradeRequestStatus_ACCEPTED (0) |
| const int | TradeRequestStatus_COMPLETED (1) |
| const int | TradeRequestStatus_REJECTED (2) |
| const size_t | TradeRequestStatus_realm_els (3) |
| const int | TradeReportRejectReason_SUCCESSFUL (0) |
| const int | TradeReportRejectReason_INVALID_PARTY_ONFORMATION (1) |
| const int | TradeReportRejectReason_UNKNOWN_INSTRUMENT (2) |
| const int | TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES (3) |
| const int | TradeReportRejectReason_INVALID_TRADE_TYPE (4) |
| const int | TradeReportRejectReason_OTHER (99) |
| const size_t | TradeReportRejectReason_realm_els (6) |
| const int | SideMultiLegReportingType_SINGLE_SECURITY (1) |
| const int | SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY (2) |
| const int | SideMultiLegReportingType_MULTILEG_SECURITY (3) |
| const size_t | SideMultiLegReportingType_realm_els (3) |
| const int | TrdRegTimestampType_EXECUTION_TIME (1) |
| const int | TrdRegTimestampType_TIME_IN (2) |
| const int | TrdRegTimestampType_TIME_OUT (3) |
| const int | TrdRegTimestampType_BROKER_RECEIPT (4) |
| const int | TrdRegTimestampType_BROKER_EXECUTION (5) |
| const int | TrdRegTimestampType_DESK_RECEIPT (6) |
| const int | TrdRegTimestampType_SUBMISSION_TO_CLEARING (7) |
| const size_t | TrdRegTimestampType_realm_els (7) |
| const int | ConfirmType_STATUS (1) |
| const int | ConfirmType_CONFIRMATION (2) |
| const int | ConfirmType_CONFIRMATION_REQUEST_REJECTED (3) |
| const size_t | ConfirmType_realm_els (3) |
| const int | ConfirmRejReason_MISMATCHED_ACCOUNT (1) |
| const int | ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS (2) |
| const int | ConfirmRejReason_OTHER (99) |
| const size_t | ConfirmRejReason_realm_els (3) |
| const int | BookingType_REGULAR_BOOKING (0) |
| const int | BookingType_CFD (1) |
| const int | BookingType_TOTAL_RETURN_SWAP (2) |
| const size_t | BookingType_realm_els (3) |
| const int | AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS (0) |
| const int | AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED (1) |
| const int | AllocSettlInstType_FULL_DETAILS_PROVIDED (2) |
| const int | AllocSettlInstType_SSI_DB_IDS_PROVIDED (3) |
| const int | AllocSettlInstType_PHONE_FOR_INSTRUCTIONS (4) |
| const size_t | AllocSettlInstType_realm_els (5) |
| const char | DlvyInstType_CASH ('C') |
| const char | DlvyInstType_SECURITIES ('S') |
| const size_t | DlvyInstType_realm_els (2) |
| const int | TerminationType_OVERNIGHT (1) |
| const int | TerminationType_TERM (2) |
| const int | TerminationType_FLEXIBLE (3) |
| const int | TerminationType_OPEN (4) |
| const size_t | TerminationType_realm_els (4) |
| const int | SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST (0) |
| const int | SettlInstReqRejCode_UNKNOWN_ACCOUNT (1) |
| const int | SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND (2) |
| const int | SettlInstReqRejCode_OTHER (99) |
| const size_t | SettlInstReqRejCode_realm_els (4) |
| const int | AllocReportType_PRELIMINARY_REQUEST_TO_INTERMEDIARY (2) |
| const int | AllocReportType_SELLSIDE_CALCULATED_USING_PRELIMINARY (3) |
| const int | AllocReportType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY (4) |
| const int | AllocReportType_WAREHOUSE_RECAP (5) |
| const int | AllocReportType_REQUEST_TO_INTERMEDIARY (8) |
| const int | AllocReportType_ACCEPT (9) |
| const int | AllocReportType_REJECT (10) |
| const int | AllocReportType_ACCEPT_PENDING (11) |
| const int | AllocReportType_COMPLETE (12) |
| const int | AllocReportType_REVERSE_PENDING (14) |
| const size_t | AllocReportType_realm_els (10) |
| const int | AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT (1) |
| const int | AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS (2) |
| const int | AllocCancReplaceReason_OTHER (99) |
| const size_t | AllocCancReplaceReason_realm_els (3) |
| const int | AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS (1) |
| const int | AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS (2) |
| const int | AllocAccountType_HOUSE_TRADER (3) |
| const int | AllocAccountType_FLOOR_TRADER (4) |
| const int | AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED (6) |
| const int | AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED (7) |
| const int | AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT (8) |
| const size_t | AllocAccountType_realm_els (7) |
| const int | PartySubIDType_FIRM (1) |
| const int | PartySubIDType_PERSON (2) |
| const int | PartySubIDType_SYSTEM (3) |
| const int | PartySubIDType_APPLICATION (4) |
| const int | PartySubIDType_FULL_LEGAL_NAME_OF_FIRM (5) |
| const int | PartySubIDType_POSTAL_ADDRESS (6) |
| const int | PartySubIDType_PHONE_NUMBER (7) |
| const int | PartySubIDType_EMAIL_ADDRESS (8) |
| const int | PartySubIDType_CONTACT_NAME (9) |
| const int | PartySubIDType_SECURITIES_ACCOUNT_NUMBER (10) |
| const int | PartySubIDType_REGISTRATION_NUMBER (11) |
| const int | PartySubIDType_REGISTERED_ADDRESS_12 (12) |
| const int | PartySubIDType_REGULATORY_STATUS (13) |
| const int | PartySubIDType_REGISTRATION_NAME (14) |
| const int | PartySubIDType_CASH_ACCOUNT_NUMBER (15) |
| const int | PartySubIDType_BIC (16) |
| const int | PartySubIDType_CSD_PARTICIPANT_MEMBER_CODE (17) |
| const int | PartySubIDType_REGISTERED_ADDRESS_18 (18) |
| const int | PartySubIDType_FUND_ACCOUNT_NAME (19) |
| const int | PartySubIDType_TELEX_NUMBER (20) |
| const int | PartySubIDType_FAX_NUMBER (21) |
| const int | PartySubIDType_SECURITIES_ACCOUNT_NAME (22) |
| const int | PartySubIDType_CASH_ACCOUNT_NAME (23) |
| const int | PartySubIDType_DEPARTMENT (24) |
| const int | PartySubIDType_LOCATION_DESK (25) |
| const int | PartySubIDType_POSITION_ACCOUNT_TYPE (26) |
| const int | PartySubIDType_SECURITY_LOCATE_ID (27) |
| const int | PartySubIDType_MARKET_MAKER (28) |
| const int | PartySubIDType_ELIGIBLE_COUNTERPARTY (29) |
| const int | PartySubIDType_PROFESSIONAL_CLIENT (30) |
| const int | PartySubIDType_LOCATION (31) |
| const int | PartySubIDType_EXECUTION_VENUE (32) |
| const int | PartySubIDType_CURRENCY_DELIVERY_IDENTIFIER (33) |
| const size_t | PartySubIDType_realm_els (33) |
| const int | AllocIntermedReqType_PENDING_ACCEPT (1) |
| const int | AllocIntermedReqType_PENDING_RELEASE (2) |
| const int | AllocIntermedReqType_PENDING_REVERSAL (3) |
| const int | AllocIntermedReqType_ACCEPT (4) |
| const int | AllocIntermedReqType_BLOCK_LEVEL_REJECT (5) |
| const int | AllocIntermedReqType_ACCOUNT_LEVEL_REJECT (6) |
| const size_t | AllocIntermedReqType_realm_els (6) |
| const int | ApplQueueResolution_NO_ACTION_TAKEN (0) |
| const int | ApplQueueResolution_QUEUE_FLUSHED (1) |
| const int | ApplQueueResolution_OVERLAY_LAST (2) |
| const int | ApplQueueResolution_END_SESSION (3) |
| const size_t | ApplQueueResolution_realm_els (4) |
| const int | ApplQueueAction_NO_ACTION_TAKEN (0) |
| const int | ApplQueueAction_QUEUE_FLUSHED (1) |
| const int | ApplQueueAction_OVERLAY_LAST (2) |
| const int | ApplQueueAction_END_SESSION (3) |
| const size_t | ApplQueueAction_realm_els (4) |
| const int | AvgPxIndicator_NO_AVERAGE_PRICING (0) |
| const int | AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID (1) |
| const int | AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID (2) |
| const size_t | AvgPxIndicator_realm_els (3) |
| const int | TradeAllocIndicator_ALLOCATION_NOT_REQUIRED (0) |
| const int | TradeAllocIndicator_ALLOCATION_REQUIRED (1) |
| const int | TradeAllocIndicator_USE_ALLOCATION_PROVIDED_WITH_THE_TRADE (2) |
| const int | TradeAllocIndicator_ALLOCATION_GIVE_UP_EXECUTOR (3) |
| const int | TradeAllocIndicator_ALLOCATION_FROM_EXECUTOR (4) |
| const int | TradeAllocIndicator_ALLOCATION_TO_CLAIM_ACCOUNT (5) |
| const size_t | TradeAllocIndicator_realm_els (6) |
| const int | ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE (0) |
| const int | ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN (1) |
| const int | ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE (2) |
| const size_t | ExpirationCycle_realm_els (3) |
| const int | TrdType_REGULAR_TRADE (0) |
| const int | TrdType_BLOCK_TRADE_1 (1) |
| const int | TrdType_EFP (2) |
| const int | TrdType_TRANSFER (3) |
| const int | TrdType_LATE_TRADE (4) |
| const int | TrdType_T_TRADE (5) |
| const int | TrdType_WEIGHTED_AVERAGE_PRICE_TRADE (6) |
| const int | TrdType_BUNCHED_TRADE (7) |
| const int | TrdType_LATE_BUNCHED_TRADE (8) |
| const int | TrdType_PRIOR_REFERENCE_PRICE_TRADE (9) |
| const int | TrdType_AFTER_HOURS_TRADE (10) |
| const int | TrdType_EXCHANGE_FOR_RISK (11) |
| const int | TrdType_EXCHANGE_FOR_SWAP (12) |
| const int | TrdType_EXCHANGE_OF_FUTURES_FOR (13) |
| const int | TrdType_EXCHANGE_OF_OPTIONS_FOR_OPTIONS (14) |
| const int | TrdType_TRADING_AT_SETTLEMENT (15) |
| const int | TrdType_ALL_OR_NONE (16) |
| const int | TrdType_FUTURES_LARGE_ORDER_EXECUTION (17) |
| const int | TrdType_EXCHANGE_OF_FUTURES_FOR_FUTURES (18) |
| const int | TrdType_OPTION_INTERIM_TRADE (19) |
| const int | TrdType_OPTION_CABINET_TRADE (20) |
| const int | TrdType_PRIVATELY_NEGOTIATED_TRADES (22) |
| const int | TrdType_SUBSTITUTION_OF_FUTURES_FOR_FORWARDS (23) |
| const int | TrdType_ERROR_TRADE (24) |
| const int | TrdType_SPECIAL_CUM_DIVIDEND (25) |
| const int | TrdType_SPECIAL_EX_DIVIDEND (26) |
| const int | TrdType_SPECIAL_CUM_COUPON (27) |
| const int | TrdType_SPECIAL_EX_COUPON (28) |
| const int | TrdType_CASH_SETTLEMENT (29) |
| const int | TrdType_SPECIAL_PRICE (30) |
| const int | TrdType_GUARANTEED_DELIVERY (31) |
| const int | TrdType_SPECIAL_CUM_RIGHTS (32) |
| const int | TrdType_SPECIAL_EX_RIGHTS (33) |
| const int | TrdType_SPECIAL_CUM_CAPITAL_REPAYMENTS (34) |
| const int | TrdType_SPECIAL_EX_CAPITAL_REPAYMENTS (35) |
| const int | TrdType_SPECIAL_CUM_BONUS (36) |
| const int | TrdType_SPECIAL_EX_BONUS (37) |
| const int | TrdType_BLOCK_TRADE_38 (38) |
| const int | TrdType_WORKED_PRINCIPAL_TRADE (39) |
| const int | TrdType_BLOCK_TRADES (40) |
| const int | TrdType_NAME_CHANGE (41) |
| const int | TrdType_PORTFOLIO_TRANSFER (42) |
| const int | TrdType_PROROGATION_BUY (43) |
| const int | TrdType_PROROGATION_SELL (44) |
| const int | TrdType_OPTION_EXERCISE (45) |
| const int | TrdType_DELTA_NEUTRAL_TRANSACTION (46) |
| const int | TrdType_FINANCING_TRANSACTION (47) |
| const int | TrdType_NON_STANDARD_SETTLEMENT (48) |
| const int | TrdType_DERIVATIVE_RELATED_TRANSACTION (49) |
| const int | TrdType_PORTFOLIO_TRADE (50) |
| const int | TrdType_VOLUME_WEIGHTED_AVERAGE_TRADE (51) |
| const int | TrdType_EXCHANGE_GRANTED_TRADE (52) |
| const int | TrdType_REPURCHASE_AGREEMENT (53) |
| const int | TrdType_OTC (54) |
| const int | TrdType_EXCHANGE_BASIS_FACILITY (55) |
| const size_t | TrdType_realm_els (55) |
| const int | TrdSubType_CMTA (0) |
| const int | TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT (1) |
| const int | TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT (2) |
| const int | TrdSubType_REJECT_FOR_SUBMITTING_SIDE (3) |
| const int | TrdSubType_ADVISORY_FOR_CONTRA_SIDE (4) |
| const int | TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION (5) |
| const int | TrdSubType_ONSET_DUE_TO_AN_ALLOCATION (6) |
| const int | TrdSubType_DIFFERENTIAL_SPREAD (7) |
| const int | TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT (8) |
| const int | TrdSubType_TRANSACTION_FROM_EXERCISE (9) |
| const int | TrdSubType_TRANSACTION_FROM_ASSIGNMENT (10) |
| const int | TrdSubType_ACATS (11) |
| const int | TrdSubType_AI (14) |
| const int | TrdSubType_B (15) |
| const int | TrdSubType_K (16) |
| const int | TrdSubType_LC (17) |
| const int | TrdSubType_M (18) |
| const int | TrdSubType_N (19) |
| const int | TrdSubType_NM (20) |
| const int | TrdSubType_NR (21) |
| const int | TrdSubType_P (22) |
| const int | TrdSubType_PA (23) |
| const int | TrdSubType_PC (24) |
| const int | TrdSubType_PN (25) |
| const int | TrdSubType_R (26) |
| const int | TrdSubType_RO (27) |
| const int | TrdSubType_RT (28) |
| const int | TrdSubType_SW (29) |
| const int | TrdSubType_T (30) |
| const int | TrdSubType_WN (31) |
| const int | TrdSubType_WT (32) |
| const int | TrdSubType_OFF_HOURS_TRADE (33) |
| const int | TrdSubType_ON_HOURS_TRADE (34) |
| const int | TrdSubType_OTC_QUOTE (35) |
| const int | TrdSubType_CONVERTED_SWAP (36) |
| const int | TrdSubType_CROSSED_TRADE (37) |
| const int | TrdSubType_INTERIM_PROTECTED_TRADE (38) |
| const int | TrdSubType_LARGE_IN_SCALE (39) |
| const size_t | TrdSubType_realm_els (38) |
| const int | PegMoveType_FLOATING (0) |
| const int | PegMoveType_FIXED (1) |
| const size_t | PegMoveType_realm_els (2) |
| const int | PegOffsetType_PRICE (0) |
| const int | PegOffsetType_BASIS_POINTS (1) |
| const int | PegOffsetType_TICKS (2) |
| const int | PegOffsetType_PRICE_TIER (3) |
| const size_t | PegOffsetType_realm_els (4) |
| const int | PegLimitType_OR_BETTER (0) |
| const int | PegLimitType_STRICT (1) |
| const int | PegLimitType_OR_WORSE (2) |
| const size_t | PegLimitType_realm_els (3) |
| const int | PegRoundDirection_MORE_AGGRESSIVE (1) |
| const int | PegRoundDirection_MORE_PASSIVE (2) |
| const size_t | PegRoundDirection_realm_els (2) |
| const int | PegScope_LOCAL (1) |
| const int | PegScope_NATIONAL (2) |
| const int | PegScope_GLOBAL (3) |
| const int | PegScope_NATIONAL_EXCLUDING_LOCAL (4) |
| const size_t | PegScope_realm_els (4) |
| const int | DiscretionMoveType_FLOATING (0) |
| const int | DiscretionMoveType_FIXED (1) |
| const size_t | DiscretionMoveType_realm_els (2) |
| const int | DiscretionOffsetType_PRICE (0) |
| const int | DiscretionOffsetType_BASIS_POINTS (1) |
| const int | DiscretionOffsetType_TICKS (2) |
| const int | DiscretionOffsetType_PRICE_TIER (3) |
| const size_t | DiscretionOffsetType_realm_els (4) |
| const int | DiscretionLimitType_OR_BETTER (0) |
| const int | DiscretionLimitType_STRICT (1) |
| const int | DiscretionLimitType_OR_WORSE (2) |
| const size_t | DiscretionLimitType_realm_els (3) |
| const int | DiscretionRoundDirection_MORE_AGGRESSIVE (1) |
| const int | DiscretionRoundDirection_MORE_PASSIVE (2) |
| const size_t | DiscretionRoundDirection_realm_els (2) |
| const int | DiscretionScope_LOCAL (1) |
| const int | DiscretionScope_NATIONAL (2) |
| const int | DiscretionScope_GLOBAL (3) |
| const int | DiscretionScope_NATIONAL_EXCLUDING_LOCAL (4) |
| const size_t | DiscretionScope_realm_els (4) |
| const int | TargetStrategy_VWAP (1) |
| const int | TargetStrategy_PARTICIPATE (2) |
| const int | TargetStrategy_MININIZE_MARKET_IMPACT (3) |
| const size_t | TargetStrategy_realm_els (3) |
| const int | LastLiquidityInd_ADDED_LIQUIDITY (1) |
| const int | LastLiquidityInd_REMOVED_LIQUIDITY (2) |
| const int | LastLiquidityInd_LIQUIDITY_ROUTED_OUT (3) |
| const int | LastLiquidityInd_AUCTION (4) |
| const size_t | LastLiquidityInd_realm_els (4) |
| const char | PublishTrdIndicator_NO ('N') |
| const char | PublishTrdIndicator_YES ('Y') |
| const size_t | PublishTrdIndicator_realm_els (2) |
| const int | ShortSaleReason_DEALER_SOLD_SHORT (0) |
| const int | ShortSaleReason_DEALER_SOLD_SHORT_EXEMPT (1) |
| const int | ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT (2) |
| const int | ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT_EXEMPT (3) |
| const int | ShortSaleReason_QUALIFIED_SERVICE_REPRESENTATIVE (4) |
| const int | ShortSaleReason_QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT (5) |
| const size_t | ShortSaleReason_realm_els (6) |
| const int | QtyType_UNITS (0) |
| const int | QtyType_CONTRACTS (1) |
| const int | QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT (2) |
| const size_t | QtyType_realm_els (3) |
| const int | TradeReportType_SUBMIT (0) |
| const int | TradeReportType_ALLEGED_1 (1) |
| const int | TradeReportType_ACCEPT (2) |
| const int | TradeReportType_DECLINE (3) |
| const int | TradeReportType_ADDENDUM (4) |
| const int | TradeReportType_NO_WAS (5) |
| const int | TradeReportType_TRADE_REPORT_CANCEL (6) |
| const int | TradeReportType_7 (7) |
| const int | TradeReportType_DEFAULTED (8) |
| const int | TradeReportType_INVALID_CMTA (9) |
| const int | TradeReportType_PENDED (10) |
| const int | TradeReportType_ALLEGED_NEW (11) |
| const int | TradeReportType_ALLEGED_ADDENDUM (12) |
| const int | TradeReportType_ALLEGED_NO_WAS (13) |
| const int | TradeReportType_ALLEGED_TRADE_REPORT_CANCEL (14) |
| const int | TradeReportType_ALLEGED_15 (15) |
| const size_t | TradeReportType_realm_els (16) |
| const int | AllocNoOrdersType_NOT_SPECIFIED (0) |
| const int | AllocNoOrdersType_EXPLICIT_LIST_PROVIDED (1) |
| const size_t | AllocNoOrdersType_realm_els (2) |
| const int | EventType_PUT (1) |
| const int | EventType_CALL (2) |
| const int | EventType_TENDER (3) |
| const int | EventType_SINKING_FUND_CALL (4) |
| const int | EventType_ACTIVATION (5) |
| const int | EventType_INACTIVIATION (6) |
| const int | EventType_LAST_ELIGIBLE_TRADE_DATE (7) |
| const int | EventType_SWAP_START_DATE (8) |
| const int | EventType_SWAP_END_DATE (9) |
| const int | EventType_SWAP_ROLL_DATE (10) |
| const int | EventType_SWAP_NEXT_START_DATE (11) |
| const int | EventType_SWAP_NEXT_ROLL_DATE (12) |
| const int | EventType_FIRST_DELIVERY_DATE (13) |
| const int | EventType_LAST_DELIVERY_DATE (14) |
| const int | EventType_INITIAL_INVENTORY_DUE_DATE (15) |
| const int | EventType_FINAL_INVENTORY_DUE_DATE (16) |
| const int | EventType_FIRST_INTENT_DATE (17) |
| const int | EventType_LAST_INTENT_DATE (18) |
| const int | EventType_POSITION_REMOVAL_DATE (19) |
| const int | EventType_OTHER (99) |
| const size_t | EventType_realm_els (20) |
| const int | InstrAttribType_FLAT (1) |
| const int | InstrAttribType_ZERO_COUPON (2) |
| const int | InstrAttribType_INTEREST_BEARING (3) |
| const int | InstrAttribType_NO_PERIODIC_PAYMENTS (4) |
| const int | InstrAttribType_VARIABLE_RATE (5) |
| const int | InstrAttribType_LESS_FEE_FOR_PUT (6) |
| const int | InstrAttribType_STEPPED_COUPON (7) |
| const int | InstrAttribType_COUPON_PERIOD (8) |
| const int | InstrAttribType_WHEN_AND_IF_ISSUED (9) |
| const int | InstrAttribType_ORIGINAL_ISSUE_DISCOUNT (10) |
| const int | InstrAttribType_CALLABLE_PUTTABLE (11) |
| const int | InstrAttribType_ESCROWED_TO_MATURITY (12) |
| const int | InstrAttribType_ESCROWED_TO_REDEMPTION_DATE (13) |
| const int | InstrAttribType_PRE_REFUNDED (14) |
| const int | InstrAttribType_IN_DEFAULT (15) |
| const int | InstrAttribType_UNRATED (16) |
| const int | InstrAttribType_TAXABLE (17) |
| const int | InstrAttribType_INDEXED (18) |
| const int | InstrAttribType_SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX (19) |
| const int | InstrAttribType_ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE (20) |
| const int | InstrAttribType_CALLABLE_BELOW_MATURITY_VALUE (21) |
| const int | InstrAttribType_CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED (22) |
| const int | InstrAttribType_PRICE_TICK_RULES_FOR_SECURITY (23) |
| const int | InstrAttribType_TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY (24) |
| const int | InstrAttribType_INSTRUMENT_DENOMINATOR (25) |
| const int | InstrAttribType_INSTRUMENT_NUMERATOR (26) |
| const int | InstrAttribType_INSTRUMENT_PRICE_PRECISION (27) |
| const int | InstrAttribType_INSTRUMENT_STRIKE_PRICE (28) |
| const int | InstrAttribType_TRADEABLE_INDICATOR (29) |
| const int | InstrAttribType_TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE (99) |
| const size_t | InstrAttribType_realm_els (30) |
| const int | CPProgram_3 (1) |
| const int | CPProgram_4 (2) |
| const int | CPProgram_OTHER (99) |
| const size_t | CPProgram_realm_els (3) |
| const int | MiscFeeBasis_ABSOLUTE (0) |
| const int | MiscFeeBasis_PER_UNIT (1) |
| const int | MiscFeeBasis_PERCENTAGE (2) |
| const size_t | MiscFeeBasis_realm_els (3) |
| const char | LastFragment_NO ('N') |
| const char | LastFragment_YES ('Y') |
| const size_t | LastFragment_realm_els (2) |
| const int | CollAsgnReason_INITIAL (0) |
| const int | CollAsgnReason_SCHEDULED (1) |
| const int | CollAsgnReason_TIME_WARNING (2) |
| const int | CollAsgnReason_MARGIN_DEFICIENCY (3) |
| const int | CollAsgnReason_MARGIN_EXCESS (4) |
| const int | CollAsgnReason_FORWARD_COLLATERAL_DEMAND (5) |
| const int | CollAsgnReason_EVENT_OF_DEFAULT (6) |
| const int | CollAsgnReason_ADVERSE_TAX_EVENT (7) |
| const size_t | CollAsgnReason_realm_els (8) |
| const int | CollInquiryQualifier_TRADE_DATE (0) |
| const int | CollInquiryQualifier_GC_INSTRUMENT (1) |
| const int | CollInquiryQualifier_COLLATERAL_INSTRUMENT (2) |
| const int | CollInquiryQualifier_SUBSTITUTION_ELIGIBLE (3) |
| const int | CollInquiryQualifier_NOT_ASSIGNED (4) |
| const int | CollInquiryQualifier_PARTIALLY_ASSIGNED (5) |
| const int | CollInquiryQualifier_FULLY_ASSIGNED (6) |
| const int | CollInquiryQualifier_OUTSTANDING_TRADES (7) |
| const size_t | CollInquiryQualifier_realm_els (8) |
| const int | CollAsgnTransType_NEW (0) |
| const int | CollAsgnTransType_REPLACE (1) |
| const int | CollAsgnTransType_CANCEL (2) |
| const int | CollAsgnTransType_RELEASE (3) |
| const int | CollAsgnTransType_REVERSE (4) |
| const size_t | CollAsgnTransType_realm_els (5) |
| const int | CollAsgnRespType_RECEIVED (0) |
| const int | CollAsgnRespType_ACCEPTED (1) |
| const int | CollAsgnRespType_DECLINED (2) |
| const int | CollAsgnRespType_REJECTED (3) |
| const size_t | CollAsgnRespType_realm_els (4) |
| const int | CollAsgnRejectReason_UNKNOWN_DEAL (0) |
| const int | CollAsgnRejectReason_UNKNOWN_OR_INVALID_INSTRUMENT (1) |
| const int | CollAsgnRejectReason_UNAUTHORIZED_TRANSACTION (2) |
| const int | CollAsgnRejectReason_INSUFFICIENT_COLLATERAL (3) |
| const int | CollAsgnRejectReason_INVALID_TYPE_OF_COLLATERAL (4) |
| const int | CollAsgnRejectReason_EXCESSIVE_SUBSTITUTION (5) |
| const int | CollAsgnRejectReason_OTHER (99) |
| const size_t | CollAsgnRejectReason_realm_els (7) |
| const int | CollStatus_UNASSIGNED (0) |
| const int | CollStatus_PARTIALLY_ASSIGNED (1) |
| const int | CollStatus_ASSIGNMENT_PROPOSED (2) |
| const int | CollStatus_ASSIGNED (3) |
| const int | CollStatus_CHALLENGED (4) |
| const size_t | CollStatus_realm_els (5) |
| const char | LastRptRequested_NO ('N') |
| const char | LastRptRequested_YES ('Y') |
| const size_t | LastRptRequested_realm_els (2) |
| const int | DeliveryType_VERSUS_PAYMENT_DELIVER (0) |
| const int | DeliveryType_FREE_DELIVER (1) |
| const int | DeliveryType_TRI_PARTY (2) |
| const int | DeliveryType_HOLD_IN_CUSTODY (3) |
| const size_t | DeliveryType_realm_els (4) |
| const int | UserRequestType_LOG_ON_USER (1) |
| const int | UserRequestType_LOG_OFF_USER (2) |
| const int | UserRequestType_CHANGE_PASSWORD_FOR_USER (3) |
| const int | UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS (4) |
| const size_t | UserRequestType_realm_els (4) |
| const int | UserStatus_LOGGED_IN (1) |
| const int | UserStatus_NOT_LOGGED_IN (2) |
| const int | UserStatus_USER_NOT_RECOGNISED (3) |
| const int | UserStatus_PASSWORD_INCORRECT (4) |
| const int | UserStatus_PASSWORD_CHANGED (5) |
| const int | UserStatus_OTHER (6) |
| const int | UserStatus_FORCED_USER_LOGOUT_BY_EXCHANGE (7) |
| const int | UserStatus_SESSION_SHUTDOWN_WARNING (8) |
| const size_t | UserStatus_realm_els (8) |
| const int | StatusValue_CONNECTED (1) |
| const int | StatusValue_NOT_CONNECTED_2 (2) |
| const int | StatusValue_NOT_CONNECTED_3 (3) |
| const int | StatusValue_IN_PROCESS (4) |
| const size_t | StatusValue_realm_els (4) |
| const int | NetworkRequestType_SNAPSHOT (1) |
| const int | NetworkRequestType_SUBSCRIBE (2) |
| const int | NetworkRequestType_STOP_SUBSCRIBING (4) |
| const int | NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED (8) |
| const size_t | NetworkRequestType_realm_els (4) |
| const int | NetworkStatusResponseType_FULL (1) |
| const int | NetworkStatusResponseType_INCREMENTAL_UPDATE (2) |
| const size_t | NetworkStatusResponseType_realm_els (2) |
| const int | TrdRptStatus_ACCEPTED (0) |
| const int | TrdRptStatus_REJECTED (1) |
| const int | TrdRptStatus_ACCEPTED_WITH_ERRORS (3) |
| const size_t | TrdRptStatus_realm_els (3) |
| const int | AffirmStatus_RECEIVED (1) |
| const int | AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED (2) |
| const int | AffirmStatus_AFFIRMED (3) |
| const size_t | AffirmStatus_realm_els (3) |
| const int | CollAction_RETAIN (0) |
| const int | CollAction_ADD (1) |
| const int | CollAction_REMOVE (2) |
| const size_t | CollAction_realm_els (3) |
| const int | CollInquiryStatus_ACCEPTED (0) |
| const int | CollInquiryStatus_ACCEPTED_WITH_WARNINGS (1) |
| const int | CollInquiryStatus_COMPLETED (2) |
| const int | CollInquiryStatus_COMPLETED_WITH_WARNINGS (3) |
| const int | CollInquiryStatus_REJECTED (4) |
| const size_t | CollInquiryStatus_realm_els (5) |
| const int | CollInquiryResult_SUCCESSFUL (0) |
| const int | CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT (1) |
| const int | CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE (2) |
| const int | CollInquiryResult_INVALID_PARTIES (3) |
| const int | CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED (4) |
| const int | CollInquiryResult_INVALID_DESTINATION_REQUESTED (5) |
| const int | CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED (6) |
| const int | CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED (7) |
| const int | CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED (8) |
| const int | CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY (9) |
| const int | CollInquiryResult_OTHER (99) |
| const size_t | CollInquiryResult_realm_els (11) |
| const int | StrategyParameterType_INT (1) |
| const int | StrategyParameterType_LENGTH (2) |
| const int | StrategyParameterType_NUMINGROUP (3) |
| const int | StrategyParameterType_SEQNUM (4) |
| const int | StrategyParameterType_TAGNUM (5) |
| const int | StrategyParameterType_FLOAT (6) |
| const int | StrategyParameterType_QTY (7) |
| const int | StrategyParameterType_PRICE (8) |
| const int | StrategyParameterType_PRICEOFFSET (9) |
| const int | StrategyParameterType_AMT (10) |
| const int | StrategyParameterType_PERCENTAGE (11) |
| const int | StrategyParameterType_CHAR (12) |
| const int | StrategyParameterType_BOOLEAN (13) |
| const int | StrategyParameterType_STRING (14) |
| const int | StrategyParameterType_MULTIPLECHARVALUE (15) |
| const int | StrategyParameterType_CURRENCY (16) |
| const int | StrategyParameterType_EXCHANGE (17) |
| const int | StrategyParameterType_MONTHYEAR (18) |
| const int | StrategyParameterType_UTCTIMESTAMP (19) |
| const int | StrategyParameterType_UTCTIMEONLY (20) |
| const int | StrategyParameterType_LOCALMKTDATE (21) |
| const int | StrategyParameterType_UTCDATEONLY (22) |
| const int | StrategyParameterType_DATA (23) |
| const int | StrategyParameterType_MULTIPLESTRINGVALUE (24) |
| const int | StrategyParameterType_COUNTRY (25) |
| const int | StrategyParameterType_LANGUAGE (26) |
| const int | StrategyParameterType_TZTIMEONLY (27) |
| const int | StrategyParameterType_TZTIMESTAMP (28) |
| const int | StrategyParameterType_TENOR (29) |
| const size_t | StrategyParameterType_realm_els (29) |
| const f8String | SecurityStatusID_ACTIVE ("1") |
| const f8String | SecurityStatusID_INACTIVE ("2") |
| const size_t | SecurityStatusID_realm_els (2) |
| const f8String | UnderlyingCashType_DIFF ("DIFF") |
| const f8String | UnderlyingCashType_FIXED ("FIXED") |
| const size_t | UnderlyingCashType_realm_els (2) |
| const int | UnderlyingSettlementType_T_PLUS_1 (2) |
| const int | UnderlyingSettlementType_T_PLUS_3 (4) |
| const int | UnderlyingSettlementType_T_PLUS_4 (5) |
| const size_t | UnderlyingSettlementType_realm_els (3) |
| const char | SecurityUpdateAction_ADD ('A') |
| const char | SecurityUpdateAction_DELETE ('D') |
| const char | SecurityUpdateAction_MODIFY ('M') |
| const size_t | SecurityUpdateAction_realm_els (3) |
| const int | ExpirationQtyType_AUTO_EXERCISE (1) |
| const int | ExpirationQtyType_NON_AUTO_EXERCISE (2) |
| const int | ExpirationQtyType_FINAL_WILL_BE_EXERCISED (3) |
| const int | ExpirationQtyType_CONTRARY_INTENTION (4) |
| const int | ExpirationQtyType_DIFFERENCE (5) |
| const size_t | ExpirationQtyType_realm_els (5) |
| const int | IndividualAllocType_SUB_ALLOCATE (1) |
| const int | IndividualAllocType_THIRD_PARTY_ALLOCATION (2) |
| const size_t | IndividualAllocType_realm_els (2) |
| const f8String | UnitOfMeasure_ALLOWANCES ("Alw") |
| const f8String | UnitOfMeasure_BARRELS ("Bbl") |
| const f8String | UnitOfMeasure_BILLION_CUBIC_FEET ("Bcf") |
| const f8String | UnitOfMeasure_BUSHELS ("Bu") |
| const f8String | UnitOfMeasure_GALLONS ("Gal") |
| const f8String | UnitOfMeasure_ONE_MILLION_BTU ("MMBtu") |
| const f8String | UnitOfMeasure_MILLION_BARRELS ("MMbbl") |
| const f8String | UnitOfMeasure_MEGAWATT_HOURS ("MWh") |
| const f8String | UnitOfMeasure_US_DOLLARS ("USD") |
| const f8String | UnitOfMeasure_POUNDS ("lbs") |
| const f8String | UnitOfMeasure_TROY_OUNCES ("oz_tr") |
| const f8String | UnitOfMeasure_METRIC_TONS ("t") |
| const f8String | UnitOfMeasure_TONS ("tn") |
| const size_t | UnitOfMeasure_realm_els (13) |
| const f8String | TimeUnit_DAY ("D") |
| const f8String | TimeUnit_HOUR ("H") |
| const f8String | TimeUnit_MINUTE ("Min") |
| const f8String | TimeUnit_MONTH ("Mo") |
| const f8String | TimeUnit_SECOND ("S") |
| const f8String | TimeUnit_WEEK ("Wk") |
| const f8String | TimeUnit_YEAR ("Yr") |
| const size_t | TimeUnit_realm_els (7) |
| const int | AllocMethod_AUTOMATIC (1) |
| const int | AllocMethod_GUARANTOR (2) |
| const int | AllocMethod_MANUAL (3) |
| const size_t | AllocMethod_realm_els (3) |
| const char | AsOfIndicator_FALSE ('0') |
| const char | AsOfIndicator_TRUE ('1') |
| const size_t | AsOfIndicator_realm_els (2) |
| const int | MDBookType_TOP_OF_BOOK (1) |
| const int | MDBookType_PRICE_DEPTH (2) |
| const int | MDBookType_ORDER_DEPTH (3) |
| const size_t | MDBookType_realm_els (3) |
| const int | MDOriginType_BOOK (0) |
| const int | MDOriginType_OFF_BOOK (1) |
| const int | MDOriginType_CROSS (2) |
| const size_t | MDOriginType_realm_els (3) |
| const f8String | CustOrderHandlingInst_ADD_ON_ORDER ("ADD") |
| const f8String | CustOrderHandlingInst_ALL_OR_NONE ("AON") |
| const f8String | CustOrderHandlingInst_CASH_NOT_HELD ("CNH") |
| const f8String | CustOrderHandlingInst_DIRECTED_ORDER ("DIR") |
| const f8String | CustOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION ("E.W") |
| const f8String | CustOrderHandlingInst_FILL_OR_KILL ("FOK") |
| const f8String | CustOrderHandlingInst_IMBALANCE_ONLY ("IO") |
| const f8String | CustOrderHandlingInst_IMMEDIATE_OR_CANCEL ("IOC") |
| const f8String | CustOrderHandlingInst_LIMIT_ON_CLOSE ("LOC") |
| const f8String | CustOrderHandlingInst_LIMIT_ON_OPEN ("LOO") |
| const f8String | CustOrderHandlingInst_MARKET_AT_CLOSE ("MAC") |
| const f8String | CustOrderHandlingInst_MARKET_AT_OPEN ("MAO") |
| const f8String | CustOrderHandlingInst_MARKET_ON_CLOSE ("MOC") |
| const f8String | CustOrderHandlingInst_MARKET_ON_OPEN ("MOO") |
| const f8String | CustOrderHandlingInst_MINIMUM_QUANTITY ("MQT") |
| const f8String | CustOrderHandlingInst_NOT_HELD ("NH") |
| const f8String | CustOrderHandlingInst_OVER_THE_DAY ("OVD") |
| const f8String | CustOrderHandlingInst_PEGGED ("PEG") |
| const f8String | CustOrderHandlingInst_RESERVE_SIZE_ORDER ("RSV") |
| const f8String | CustOrderHandlingInst_STOP_STOCK_TRANSACTION ("S.W") |
| const f8String | CustOrderHandlingInst_SCALE ("SCL") |
| const f8String | CustOrderHandlingInst_TIME_ORDER ("TMO") |
| const f8String | CustOrderHandlingInst_TRAILING_STOP ("TS") |
| const f8String | CustOrderHandlingInst_WORK ("WRK") |
| const size_t | CustOrderHandlingInst_realm_els (24) |
| const int | OrderHandlingInstSource_NASD_OATS (1) |
| const size_t | OrderHandlingInstSource_realm_els (1) |
| const f8String | DeskType_AGENCY ("A") |
| const f8String | DeskType_ARBITRAGE ("AR") |
| const f8String | DeskType_DERIVATIVES ("D") |
| const f8String | DeskType_INTERNATIONAL ("IN") |
| const f8String | DeskType_INSTITUTIONAL ("IS") |
| const f8String | DeskType_OTHER ("O") |
| const f8String | DeskType_PREFERRED_TRADING ("PF") |
| const f8String | DeskType_PROPRIETARY ("PR") |
| const f8String | DeskType_PROGRAM_TRADING ("PT") |
| const f8String | DeskType_SALES ("S") |
| const f8String | DeskType_TRADING ("T") |
| const size_t | DeskType_realm_els (11) |
| const int | DeskTypeSource_NASD_OATS (1) |
| const size_t | DeskTypeSource_realm_els (1) |
| const f8String | DeskOrderHandlingInst_ADD_ON_ORDER ("ADD") |
| const f8String | DeskOrderHandlingInst_ALL_OR_NONE ("AON") |
| const f8String | DeskOrderHandlingInst_CASH_NOT_HELD ("CNH") |
| const f8String | DeskOrderHandlingInst_DIRECTED_ORDER ("DIR") |
| const f8String | DeskOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION ("E.W") |
| const f8String | DeskOrderHandlingInst_FILL_OR_KILL ("FOK") |
| const f8String | DeskOrderHandlingInst_IMBALANCE_ONLY ("IO") |
| const f8String | DeskOrderHandlingInst_IMMEDIATE_OR_CANCEL ("IOC") |
| const f8String | DeskOrderHandlingInst_LIMIT_ON_CLOSE ("LOC") |
| const f8String | DeskOrderHandlingInst_LIMIT_ON_OPEN ("LOO") |
| const f8String | DeskOrderHandlingInst_MARKET_AT_CLOSE ("MAC") |
| const f8String | DeskOrderHandlingInst_MARKET_AT_OPEN ("MAO") |
| const f8String | DeskOrderHandlingInst_MARKET_ON_CLOSE ("MOC") |
| const f8String | DeskOrderHandlingInst_MARKET_ON_OPEN ("MOO") |
| const f8String | DeskOrderHandlingInst_MINIMUM_QUANTITY ("MQT") |
| const f8String | DeskOrderHandlingInst_NOT_HELD ("NH") |
| const f8String | DeskOrderHandlingInst_OVER_THE_DAY ("OVD") |
| const f8String | DeskOrderHandlingInst_PEGGED ("PEG") |
| const f8String | DeskOrderHandlingInst_RESERVE_SIZE_ORDER ("RSV") |
| const f8String | DeskOrderHandlingInst_STOP_STOCK_TRANSACTION ("S.W") |
| const f8String | DeskOrderHandlingInst_SCALE ("SCL") |
| const f8String | DeskOrderHandlingInst_TIME_ORDER ("TMO") |
| const f8String | DeskOrderHandlingInst_TRAILING_STOP ("TS") |
| const f8String | DeskOrderHandlingInst_WORK ("WRK") |
| const size_t | DeskOrderHandlingInst_realm_els (24) |
| const char | ExecAckStatus_RECEIVED_NOT_YET_PROCESSED ('0') |
| const char | ExecAckStatus_ACCEPTED ('1') |
| const char | ExecAckStatus_DONT_KNOW ('2') |
| const size_t | ExecAckStatus_realm_els (3) |
| const int | CollApplType_SPECIFIC_DEPOSIT (0) |
| const int | CollApplType_GENERAL (1) |
| const size_t | CollApplType_realm_els (2) |
| const char | UnderlyingFXRateCalc_DIVIDE ('D') |
| const char | UnderlyingFXRateCalc_MULTIPLY ('M') |
| const size_t | UnderlyingFXRateCalc_realm_els (2) |
| const char | AllocPositionEffect_CLOSE ('C') |
| const char | AllocPositionEffect_FIFO ('F') |
| const char | AllocPositionEffect_OPEN ('O') |
| const char | AllocPositionEffect_ROLLED ('R') |
| const size_t | AllocPositionEffect_realm_els (4) |
| const char | DealingCapacity_AGENT ('A') |
| const char | DealingCapacity_PRINCIPAL ('P') |
| const char | DealingCapacity_RISKLESS_PRINCIPAL ('R') |
| const size_t | DealingCapacity_realm_els (3) |
| const char | AggressorIndicator_NO ('N') |
| const char | AggressorIndicator_YES ('Y') |
| const size_t | AggressorIndicator_realm_els (2) |
| const int | MDQuoteType_INDICATIVE (0) |
| const int | MDQuoteType_TRADEABLE (1) |
| const int | MDQuoteType_RESTRICTED_TRADEABLE (2) |
| const int | MDQuoteType_COUNTER (3) |
| const int | MDQuoteType_INDICATIVE_AND_TRADEABLE (4) |
| const size_t | MDQuoteType_realm_els (5) |
| const char | RefOrderIDSource_SECONDARYORDERID ('0') |
| const char | RefOrderIDSource_ORDERID ('1') |
| const char | RefOrderIDSource_MDENTRYID ('2') |
| const char | RefOrderIDSource_QUOTEENTRYID ('3') |
| const char | RefOrderIDSource_ORIGINAL_ORDER_ID ('4') |
| const size_t | RefOrderIDSource_realm_els (5) |
| const char | DisplayWhen_IMMEDIATE ('1') |
| const char | DisplayWhen_EXHAUST ('2') |
| const size_t | DisplayWhen_realm_els (2) |
| const char | DisplayMethod_INITIAL ('1') |
| const char | DisplayMethod_NEW ('2') |
| const char | DisplayMethod_RANDOM ('3') |
| const char | DisplayMethod_UNDISCLOSED ('4') |
| const size_t | DisplayMethod_realm_els (4) |
| const char | PriceProtectionScope_NONE ('0') |
| const char | PriceProtectionScope_LOCAL ('1') |
| const char | PriceProtectionScope_NATIONAL ('2') |
| const char | PriceProtectionScope_GLOBAL ('3') |
| const size_t | PriceProtectionScope_realm_els (4) |
| const char | LotType_ODD_LOT ('1') |
| const char | LotType_ROUND_LOT ('2') |
| const char | LotType_BLOCK_LOT ('3') |
| const char | LotType_ROUND_LOT_BASED_UPON_UNITOFMEASURE ('4') |
| const size_t | LotType_realm_els (4) |
| const int | PegPriceType_LAST_PEG (1) |
| const int | PegPriceType_MID_PRICE_PEG (2) |
| const int | PegPriceType_OPENING_PEG (3) |
| const int | PegPriceType_MARKET_PEG (4) |
| const int | PegPriceType_PRIMARY_PEG (5) |
| const int | PegPriceType_PEG_TO_VWAP (7) |
| const int | PegPriceType_TRAILING_STOP_PEG (8) |
| const int | PegPriceType_PEG_TO_LIMIT_PRICE (9) |
| const size_t | PegPriceType_realm_els (8) |
| const char | TriggerType_PARTIAL_EXECUTION ('1') |
| const char | TriggerType_SPECIFIED_TRADING_SESSION ('2') |
| const char | TriggerType_NEXT_AUCTION ('3') |
| const char | TriggerType_PRICE_MOVEMENT ('4') |
| const size_t | TriggerType_realm_els (4) |
| const char | TriggerAction_ACTIVATE ('1') |
| const char | TriggerAction_MODIFY ('2') |
| const char | TriggerAction_CANCEL ('3') |
| const size_t | TriggerAction_realm_els (3) |
| const char | TriggerPriceType_BEST_OFFER ('1') |
| const char | TriggerPriceType_LAST_TRADE ('2') |
| const char | TriggerPriceType_BEST_BID ('3') |
| const char | TriggerPriceType_BEST_BID_OR_LAST_TRADE ('4') |
| const char | TriggerPriceType_BEST_OFFER_OR_LAST_TRADE ('5') |
| const char | TriggerPriceType_BEST_MID ('6') |
| const size_t | TriggerPriceType_realm_els (6) |
| const char | TriggerPriceTypeScope_NONE ('0') |
| const char | TriggerPriceTypeScope_LOCAL ('1') |
| const char | TriggerPriceTypeScope_NATIONAL ('2') |
| const char | TriggerPriceTypeScope_GLOBAL ('3') |
| const size_t | TriggerPriceTypeScope_realm_els (4) |
| const char | TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE ('D') |
| const char | TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE ('U') |
| const size_t | TriggerPriceDirection_realm_els (2) |
| const char | TriggerOrderType_MARKET ('1') |
| const char | TriggerOrderType_LIMIT ('2') |
| const size_t | TriggerOrderType_realm_els (2) |
| const char | OrderCategory_ORDER ('1') |
| const char | OrderCategory_QUOTE ('2') |
| const char | OrderCategory_PRIVATELY_NEGOTIATED_TRADE ('3') |
| const char | OrderCategory_MULTILEG_ORDER ('4') |
| const char | OrderCategory_LINKED_ORDER ('5') |
| const char | OrderCategory_QUOTE_REQUEST ('6') |
| const char | OrderCategory_IMPLIED_ORDER ('7') |
| const char | OrderCategory_CROSS_ORDER ('8') |
| const char | OrderCategory_STREAMING_PRICE ('9') |
| const size_t | OrderCategory_realm_els (9) |
| const char | TradeHandlingInstr_TRADE_CONFIRMATION ('0') |
| const char | TradeHandlingInstr_TWO_PARTY_REPORT ('1') |
| const char | TradeHandlingInstr_ONE_PARTY_REPORT_FOR_MATCHING ('2') |
| const char | TradeHandlingInstr_ONE_PARTY_REPORT_FOR_PASS_THROUGH ('3') |
| const char | TradeHandlingInstr_AUTOMATED_FLOOR_ORDER_ROUTING ('4') |
| const char | TradeHandlingInstr_TWO_PARTY_REPORT_FOR_CLAIM ('5') |
| const size_t | TradeHandlingInstr_realm_els (6) |
| const f8String | ApplVerID_FIX27 ("0") |
| const f8String | ApplVerID_FIX30 ("1") |
| const f8String | ApplVerID_FIX40 ("2") |
| const f8String | ApplVerID_FIX41 ("3") |
| const f8String | ApplVerID_FIX42 ("4") |
| const f8String | ApplVerID_FIX43 ("5") |
| const f8String | ApplVerID_FIX44 ("6") |
| const f8String | ApplVerID_FIX50 ("7") |
| const f8String | ApplVerID_FIX50SP1 ("8") |
| const f8String | ApplVerID_FIX50SP2 ("9") |
| const size_t | ApplVerID_realm_els (10) |
| const char | ExDestinationIDSource_BIC ('B') |
| const char | ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER ('C') |
| const char | ExDestinationIDSource_PROPRIETARY ('D') |
| const char | ExDestinationIDSource_ISO_COUNTRY_CODE ('E') |
| const char | ExDestinationIDSource_MIC ('G') |
| const size_t | ExDestinationIDSource_realm_els (5) |
| const f8String | DefaultApplVerID_FIX27 ("0") |
| const f8String | DefaultApplVerID_FIX30 ("1") |
| const f8String | DefaultApplVerID_FIX40 ("2") |
| const f8String | DefaultApplVerID_FIX41 ("3") |
| const f8String | DefaultApplVerID_FIX42 ("4") |
| const f8String | DefaultApplVerID_FIX43 ("5") |
| const f8String | DefaultApplVerID_FIX44 ("6") |
| const f8String | DefaultApplVerID_FIX50 ("7") |
| const f8String | DefaultApplVerID_FIX50SP1 ("8") |
| const f8String | DefaultApplVerID_FIX50SP2 ("9") |
| const size_t | DefaultApplVerID_realm_els (10) |
| const int | ImpliedMarketIndicator_NOT_IMPLIED (0) |
| const int | ImpliedMarketIndicator_IMPLIED_IN (1) |
| const int | ImpliedMarketIndicator_IMPLIED_OUT (2) |
| const int | ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT (3) |
| const size_t | ImpliedMarketIndicator_realm_els (4) |
| const int | SettlObligMode_PRELIMINARY (1) |
| const int | SettlObligMode_FINAL (2) |
| const size_t | SettlObligMode_realm_els (2) |
| const char | SettlObligTransType_CANCEL ('C') |
| const char | SettlObligTransType_NEW ('N') |
| const char | SettlObligTransType_REPLACE ('R') |
| const char | SettlObligTransType_RESTATE ('T') |
| const size_t | SettlObligTransType_realm_els (4) |
| const char | SettlObligSource_INSTRUCTIONS_OF_BROKER ('1') |
| const char | SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION ('2') |
| const char | SettlObligSource_INVESTOR ('3') |
| const size_t | SettlObligSource_realm_els (3) |
| const int | QuoteEntryStatus_ACCEPTED (0) |
| const int | QuoteEntryStatus_REJECTED (5) |
| const int | QuoteEntryStatus_REMOVED_FROM_MARKET (6) |
| const int | QuoteEntryStatus_EXPIRED (7) |
| const int | QuoteEntryStatus_LOCKED_MARKET_WARNING (12) |
| const int | QuoteEntryStatus_CROSS_MARKET_WARNING (13) |
| const int | QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET (14) |
| const int | QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET (15) |
| const int | QuoteEntryStatus_ACTIVE (16) |
| const size_t | QuoteEntryStatus_realm_els (9) |
| const int | RespondentType_ALL_MARKET_PARTICIPANTS (1) |
| const int | RespondentType_SPECIFIED_MARKET_PARTICIPANTS (2) |
| const int | RespondentType_ALL_MARKET_MAKERS (3) |
| const int | RespondentType_PRIMARY_MARKET_MAKER (4) |
| const size_t | RespondentType_realm_els (4) |
| const int | SecurityTradingEvent_ORDER_IMBALANCE_AUCTION_IS_EXTENDED (1) |
| const int | SecurityTradingEvent_TRADING_RESUMES (2) |
| const int | SecurityTradingEvent_PRICE_VOLATILITY_INTERRUPTION (3) |
| const int | SecurityTradingEvent_CHANGE_OF_TRADING_SESSION (4) |
| const int | SecurityTradingEvent_CHANGE_OF_TRADING_SUBSESSION (5) |
| const int | SecurityTradingEvent_CHANGE_OF_SECURITY_TRADING_STATUS (6) |
| const int | SecurityTradingEvent_CHANGE_OF_BOOK_TYPE (7) |
| const int | SecurityTradingEvent_CHANGE_OF_MARKET_DEPTH (8) |
| const size_t | SecurityTradingEvent_realm_els (8) |
| const int | StatsType_EXCHANGE_LAST (1) |
| const int | StatsType_HIGH (2) |
| const int | StatsType_AVERAGE_PRICE (3) |
| const int | StatsType_TURNOVER (4) |
| const size_t | StatsType_realm_els (4) |
| const int | MDSecSizeType_CUSTOMER (1) |
| const size_t | MDSecSizeType_realm_els (1) |
| const char | SettlMethod_CASH_SETTLEMENT_REQUIRED ('C') |
| const char | SettlMethod_PHYSICAL_SETTLEMENT_REQUIRED ('P') |
| const size_t | SettlMethod_realm_els (2) |
| const int | ExerciseStyle_EUROPEAN (0) |
| const int | ExerciseStyle_AMERICAN (1) |
| const int | ExerciseStyle_BERMUDA (2) |
| const size_t | ExerciseStyle_realm_els (3) |
| const f8String | PriceQuoteMethod_INTEREST_RATE_INDEX ("INT") |
| const f8String | PriceQuoteMethod_INDEX ("INX") |
| const f8String | PriceQuoteMethod_PERCENT_OF_PAR ("PCTPAR") |
| const f8String | PriceQuoteMethod_STANDARD ("STD") |
| const size_t | PriceQuoteMethod_realm_els (4) |
| const f8String | ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON ("CDS") |
| const f8String | ValuationMethod_CDS_IN_DELIVERY ("CDSD") |
| const f8String | ValuationMethod_PREMIUM_STYLE ("EQTY") |
| const f8String | ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET ("FUT") |
| const f8String | ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT ("FUTDA") |
| const size_t | ValuationMethod_realm_els (5) |
| const int | ListMethod_PRE_LISTED_ONLY (0) |
| const int | ListMethod_USER_REQUESTED (1) |
| const size_t | ListMethod_realm_els (2) |
| const int | TickRuleType_REGULAR (0) |
| const int | TickRuleType_VARIABLE (1) |
| const int | TickRuleType_FIXED (2) |
| const int | TickRuleType_TRADED_AS_A_SPREAD_LEG (3) |
| const int | TickRuleType_SETTLED_AS_A_SPREAD_LEG (4) |
| const size_t | TickRuleType_realm_els (5) |
| const int | MaturityMonthYearIncrementUnits_MONTHS (0) |
| const int | MaturityMonthYearIncrementUnits_DAYS (1) |
| const int | MaturityMonthYearIncrementUnits_WEEKS (2) |
| const int | MaturityMonthYearIncrementUnits_YEARS (3) |
| const size_t | MaturityMonthYearIncrementUnits_realm_els (4) |
| const int | MaturityMonthYearFormat_YEARMONTH_ONLY (0) |
| const int | MaturityMonthYearFormat_YEARMONTHDAY (1) |
| const int | MaturityMonthYearFormat_YEARMONTHWEEK (2) |
| const size_t | MaturityMonthYearFormat_realm_els (3) |
| const int | PriceLimitType_PRICE (0) |
| const int | PriceLimitType_TICKS (1) |
| const int | PriceLimitType_PERCENTAGE (2) |
| const size_t | PriceLimitType_realm_els (3) |
| const int | ApplReqType_RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS (0) |
| const int | ApplReqType_SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS (1) |
| const int | ApplReqType_REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS (2) |
| const int | ApplReqType_REQUEST_VALID_SET_OF_APPLICATIONS (3) |
| const int | ApplReqType_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS (4) |
| const int | ApplReqType_CANCEL_RETRANSMISSION (5) |
| const int | ApplReqType_CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS (6) |
| const size_t | ApplReqType_realm_els (7) |
| const int | ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED (0) |
| const int | ApplResponseType_APPLICATION_DOES_NOT_EXIST (1) |
| const int | ApplResponseType_MESSAGES_NOT_AVAILABLE (2) |
| const size_t | ApplResponseType_realm_els (3) |
| const int | ApplResponseError_APPLICATION_DOES_NOT_EXIST (0) |
| const int | ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE (1) |
| const int | ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION (2) |
| const size_t | ApplResponseError_realm_els (3) |
| const int | TradSesEvent_TRADING_RESUMES (0) |
| const int | TradSesEvent_CHANGE_OF_TRADING_SESSION (1) |
| const int | TradSesEvent_CHANGE_OF_TRADING_SUBSESSION (2) |
| const int | TradSesEvent_CHANGE_OF_TRADING_STATUS (3) |
| const size_t | TradSesEvent_realm_els (4) |
| const int | MassActionType_SUSPEND_ORDERS (1) |
| const int | MassActionType_RELEASE_ORDERS_FROM_SUSPENSION (2) |
| const int | MassActionType_CANCEL_ORDERS (3) |
| const size_t | MassActionType_realm_els (3) |
| const int | MassActionScope_ALL_ORDERS_FOR_A_SECURITY (1) |
| const int | MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY (2) |
| const int | MassActionScope_ALL_ORDERS_FOR_A_PRODUCT (3) |
| const int | MassActionScope_ALL_ORDERS_FOR_A_CFICODE (4) |
| const int | MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE (5) |
| const int | MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION (6) |
| const int | MassActionScope_ALL_ORDERS (7) |
| const int | MassActionScope_ALL_ORDERS_FOR_A_MARKET (8) |
| const int | MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT (9) |
| const int | MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP (10) |
| const int | MassActionScope_CANCEL_FOR_SECURITY_ISSUER (11) |
| const int | MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY (12) |
| const size_t | MassActionScope_realm_els (12) |
| const int | MassActionResponse_REJECTED (0) |
| const int | MassActionResponse_ACCEPTED (1) |
| const size_t | MassActionResponse_realm_els (2) |
| const int | MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED (0) |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY (1) |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY (2) |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT (3) |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE (4) |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE (5) |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION (6) |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET (7) |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT (8) |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP (9) |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER (10) |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY (11) |
| const int | MassActionRejectReason_OTHER (99) |
| const size_t | MassActionRejectReason_realm_els (13) |
| const int | MultilegModel_PREDEFINED_MULTILEG_SECURITY (0) |
| const int | MultilegModel_USER_DEFINED_MULTLEG_SECURITY (1) |
| const int | MultilegModel_USER_DEFINED_NON_SECURITIZED_MULTILEG (2) |
| const size_t | MultilegModel_realm_els (3) |
| const int | MultilegPriceMethod_NET_PRICE (0) |
| const int | MultilegPriceMethod_REVERSED_NET_PRICE (1) |
| const int | MultilegPriceMethod_YIELD_DIFFERENCE (2) |
| const int | MultilegPriceMethod_INDIVIDUAL (3) |
| const int | MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE (4) |
| const int | MultilegPriceMethod_MULTIPLIED_PRICE (5) |
| const size_t | MultilegPriceMethod_realm_els (6) |
| const int | ContingencyType_ONE_CANCELS_THE_OTHER (1) |
| const int | ContingencyType_ONE_TRIGGERS_THE_OTHER (2) |
| const int | ContingencyType_ONE_UPDATES_THE_OTHER_3 (3) |
| const int | ContingencyType_ONE_UPDATES_THE_OTHER_4 (4) |
| const size_t | ContingencyType_realm_els (4) |
| const int | ListRejectReason_BROKER (0) |
| const int | ListRejectReason_EXCHANGE_CLOSED (2) |
| const int | ListRejectReason_TOO_LATE_TO_ENTER (4) |
| const int | ListRejectReason_UNKNOWN_ORDER (5) |
| const int | ListRejectReason_DUPLICATE_ORDER (6) |
| const int | ListRejectReason_UNSUPPORTED_ORDER_CHARACTERISTIC (11) |
| const int | ListRejectReason_OTHER (99) |
| const size_t | ListRejectReason_realm_els (7) |
| const int | TradePublishIndicator_DO_NOT_PUBLISH_TRADE (0) |
| const int | TradePublishIndicator_PUBLISH_TRADE (1) |
| const int | TradePublishIndicator_DEFERRED_PUBLICATION (2) |
| const size_t | TradePublishIndicator_realm_els (3) |
| const char | MarketUpdateAction_ADD ('A') |
| const char | MarketUpdateAction_DELETE ('D') |
| const char | MarketUpdateAction_MODIFY ('M') |
| const size_t | MarketUpdateAction_realm_els (3) |
| const int | ApplReportType_RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM (0) |
| const int | ApplReportType_REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM (1) |
| const int | ApplReportType_HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID (2) |
| const int | ApplReportType_APPLICATION_MESSAGE_RE_SEND_COMPLETED (3) |
| const size_t | ApplReportType_realm_els (4) |
| const int | OrderDelayUnit_SECONDS (0) |
| const int | OrderDelayUnit_TENTHS_OF_A_SECOND (1) |
| const int | OrderDelayUnit_HUNDREDTHS_OF_A_SECOND (2) |
| const int | OrderDelayUnit_MILLISECONDS (3) |
| const int | OrderDelayUnit_MICROSECONDS (4) |
| const int | OrderDelayUnit_NANOSECONDS (5) |
| const int | OrderDelayUnit_MINUTES (10) |
| const int | OrderDelayUnit_HOURS (11) |
| const int | OrderDelayUnit_DAYS (12) |
| const int | OrderDelayUnit_WEEKS (13) |
| const int | OrderDelayUnit_MONTHS (14) |
| const int | OrderDelayUnit_YEARS (15) |
| const size_t | OrderDelayUnit_realm_els (12) |
| const char | VenueType_ELECTRONIC ('E') |
| const char | VenueType_PIT ('P') |
| const char | VenueType_EX_PIT ('X') |
| const size_t | VenueType_realm_els (3) |
| const int | RefOrdIDReason_GTC_FROM_PREVIOUS_DAY (0) |
| const int | RefOrdIDReason_PARTIAL_FILL_REMAINING (1) |
| const int | RefOrdIDReason_ORDER_CHANGED (2) |
| const size_t | RefOrdIDReason_realm_els (3) |
| const int | OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT (1) |
| const int | OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT (2) |
| const int | OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER (3) |
| const int | OrigCustOrderCapacity_ALL_OTHER (4) |
| const size_t | OrigCustOrderCapacity_realm_els (4) |
| const int | ModelType_UTILITY_PROVIDED_STANDARD_MODEL (0) |
| const int | ModelType_PROPRIETARY (1) |
| const size_t | ModelType_realm_els (2) |
| const int | ContractMultiplierUnit_SHARES (0) |
| const int | ContractMultiplierUnit_HOURS (1) |
| const int | ContractMultiplierUnit_DAYS (2) |
| const size_t | ContractMultiplierUnit_realm_els (3) |
| const int | FlowScheduleType_NERC_EASTERN_OFF_PEAK (0) |
| const int | FlowScheduleType_NERC_WESTERN_OFF_PEAK (1) |
| const int | FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH (2) |
| const int | FlowScheduleType_NERC_EASTERN_PEAK (3) |
| const int | FlowScheduleType_NERC_WESTERN_PEAK (4) |
| const size_t | FlowScheduleType_realm_els (5) |
| const int | RateSource_BLOOMBERG (0) |
| const int | RateSource_REUTERS (1) |
| const int | RateSource_TELERATE (2) |
| const int | RateSource_OTHER (99) |
| const size_t | RateSource_realm_els (4) |
| const int | RateSourceType_PRIMARY (0) |
| const int | RateSourceType_SECONDARY (1) |
| const size_t | RateSourceType_realm_els (2) |
| const f8String | RestructuringType_FULL_RESTRUCTURING ("FR") |
| const f8String | RestructuringType_MODIFIED_MOD_RESTRUCTURING ("MM") |
| const f8String | RestructuringType_MODIFIED_RESTRUCTURING ("MR") |
| const f8String | RestructuringType_NO_RESTRUCTURING_SPECIFIED ("XR") |
| const size_t | RestructuringType_realm_els (4) |
| const f8String | Seniority_SUBORDINATED ("SB") |
| const f8String | Seniority_SENIOR_SECURED ("SD") |
| const f8String | Seniority_SENIOR ("SR") |
| const size_t | Seniority_realm_els (3) |
| const int | SecurityListType_INDUSTRY_CLASSIFICATION (1) |
| const int | SecurityListType_TRADING_LIST (2) |
| const int | SecurityListType_MARKET (3) |
| const int | SecurityListType_NEWSPAPER_LIST (4) |
| const size_t | SecurityListType_realm_els (4) |
| const int | SecurityListTypeSource_ICB (1) |
| const int | SecurityListTypeSource_NAICS (2) |
| const int | SecurityListTypeSource_GICS (3) |
| const size_t | SecurityListTypeSource_realm_els (3) |
| const int | NewsCategory_COMPANY_NEWS (0) |
| const int | NewsCategory_MARKETPLACE_NEWS (1) |
| const int | NewsCategory_FINANCIAL_MARKET_NEWS (2) |
| const int | NewsCategory_TECHNICAL_NEWS (3) |
| const int | NewsCategory_OTHER_NEWS (99) |
| const size_t | NewsCategory_realm_els (5) |
| const int | NewsRefType_REPLACEMENT (0) |
| const int | NewsRefType_OTHER_LANGUAGE (1) |
| const int | NewsRefType_COMPLIMENTARY (2) |
| const size_t | NewsRefType_realm_els (3) |
| const int | StrikePriceDeterminationMethod_FIXED_STRIKE (1) |
| const int | StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE (2) |
| const int | StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION (3) |
| const int | StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE (4) |
| const size_t | StrikePriceDeterminationMethod_realm_els (4) |
| const int | StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY (1) |
| const int | StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY (2) |
| const int | StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY (3) |
| const int | StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY (4) |
| const int | StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY (5) |
| const size_t | StrikePriceBoundaryMethod_realm_els (5) |
| const int | UnderlyingPriceDeterminationMethod_REGULAR (1) |
| const int | UnderlyingPriceDeterminationMethod_SPECIAL_REFERENCE (2) |
| const int | UnderlyingPriceDeterminationMethod_OPTIMAL_VALUE (3) |
| const int | UnderlyingPriceDeterminationMethod_AVERAGE_VALUE (4) |
| const size_t | UnderlyingPriceDeterminationMethod_realm_els (4) |
| const int | OptPayoutType_VANILLA (1) |
| const int | OptPayoutType_CAPPED (2) |
| const int | OptPayoutType_BINARY (3) |
| const size_t | OptPayoutType_realm_els (3) |
| const int | ComplexEventType_CAPPED (1) |
| const int | ComplexEventType_TRIGGER (2) |
| const int | ComplexEventType_KNOCK_IN_UP (3) |
| const int | ComplexEventType_KOCK_IN_DOWN (4) |
| const int | ComplexEventType_KNOCK_OUT_UP (5) |
| const int | ComplexEventType_KNOCK_OUT_DOWN (6) |
| const int | ComplexEventType_UNDERLYING (7) |
| const int | ComplexEventType_RESET_BARRIER (8) |
| const int | ComplexEventType_ROLLING_BARRIER (9) |
| const size_t | ComplexEventType_realm_els (9) |
| const int | ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE (1) |
| const int | ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE (2) |
| const int | ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE (3) |
| const int | ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE (4) |
| const int | ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE (5) |
| const size_t | ComplexEventPriceBoundaryMethod_realm_els (5) |
| const int | ComplexEventPriceTimeType_EXPIRATION (1) |
| const int | ComplexEventPriceTimeType_IMMEDIATE (2) |
| const int | ComplexEventPriceTimeType_SPECIFIED_DATE_TIME (3) |
| const size_t | ComplexEventPriceTimeType_realm_els (3) |
| const int | ComplexEventCondition_AND (1) |
| const int | ComplexEventCondition_OR (2) |
| const size_t | ComplexEventCondition_realm_els (2) |
| const int | StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER (1) |
| const int | StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER (2) |
| const size_t | StreamAsgnReqType_realm_els (2) |
| const int | StreamAsgnRejReason_UNKNOWN_CLIENT (0) |
| const int | StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE (1) |
| const int | StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR (2) |
| const int | StreamAsgnRejReason_NO_AVAILABLE_STREAM (3) |
| const int | StreamAsgnRejReason_OTHER (99) |
| const size_t | StreamAsgnRejReason_realm_els (5) |
| const int | StreamAsgnAckType_ASSIGNMENT_ACCEPTED (0) |
| const int | StreamAsgnAckType_ASSIGNMENT_REJECTED (1) |
| const size_t | StreamAsgnAckType_realm_els (2) |
| const int | PartyListResponseType_RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES (0) |
| const int | PartyListResponseType_RETURN_ONLY_PARTY_INFORMATION (1) |
| const int | PartyListResponseType_INCLUDE_INFORMATION_ON_RELATED_PARTIES (2) |
| const int | PartyListResponseType_INCLUDE_RISK_LIMIT_INFORMATION (3) |
| const size_t | PartyListResponseType_realm_els (4) |
| const int | PartyDetailsRequestResult_VALID_REQUEST (0) |
| const int | PartyDetailsRequestResult_INVALID_OR_UNSUPPORTED_REQUEST (1) |
| const int | PartyDetailsRequestResult_NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA (2) |
| const int | PartyDetailsRequestResult_UNSUPPORTED_PARTYLISTRESPONSETYPE (3) |
| const int | PartyDetailsRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA (4) |
| const int | PartyDetailsRequestResult_PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE (5) |
| const int | PartyDetailsRequestResult_REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED (6) |
| const int | PartyDetailsRequestResult_OTHER (99) |
| const size_t | PartyDetailsRequestResult_realm_els (8) |
| const int | PartyRelationship_IS_ALSO (0) |
| const int | PartyRelationship_CLEARS_FOR (1) |
| const int | PartyRelationship_CLEARS_THROUGH (2) |
| const int | PartyRelationship_TRADES_FOR (3) |
| const int | PartyRelationship_TRADES_THROUGH (4) |
| const int | PartyRelationship_SPONSORS (5) |
| const int | PartyRelationship_SPONSORED_THROUGH (6) |
| const int | PartyRelationship_PROVIDES_GUARANTEE_FOR (7) |
| const int | PartyRelationship_IS_GUARANTEED_BY (8) |
| const int | PartyRelationship_MEMBER_OF (9) |
| const int | PartyRelationship_HAS_MEMBERS (10) |
| const int | PartyRelationship_PROVIDES_MARKETPLACE_FOR (11) |
| const int | PartyRelationship_PARTICIPANT_OF_MARKETPLACE (12) |
| const int | PartyRelationship_CARRIES_POSITIONS_FOR (13) |
| const int | PartyRelationship_POSTS_TRADES_TO (14) |
| const int | PartyRelationship_ENTERS_TRADES_FOR (15) |
| const int | PartyRelationship_ENTERS_TRADES_THROUGH (16) |
| const int | PartyRelationship_PROVIDES_QUOTES_TO (17) |
| const int | PartyRelationship_REQUESTS_QUOTES_FROM (18) |
| const int | PartyRelationship_INVESTS_FOR (19) |
| const int | PartyRelationship_INVESTS_THROUGH (20) |
| const int | PartyRelationship_BROKERS_TRADES_FOR (21) |
| const int | PartyRelationship_BROKERS_TRADES_THROUGH (22) |
| const int | PartyRelationship_PROVIDES_TRADING_SERVICES_FOR (23) |
| const int | PartyRelationship_USES_TRADING_SERVICES_OF (24) |
| const int | PartyRelationship_APPROVES_OF (25) |
| const int | PartyRelationship_APPROVED_BY (26) |
| const int | PartyRelationship_PARENT_FIRM_FOR (27) |
| const int | PartyRelationship_SUBSIDIARY_OF (28) |
| const int | PartyRelationship_REGULATORY_OWNER_OF (29) |
| const int | PartyRelationship_OWNED_BY_30 (30) |
| const int | PartyRelationship_CONTROLS (31) |
| const int | PartyRelationship_IS_CONTROLLED_BY (32) |
| const int | PartyRelationship_LEGAL (33) |
| const int | PartyRelationship_OWNED_BY_34 (34) |
| const int | PartyRelationship_BENEFICIAL_OWNER_OF (35) |
| const int | PartyRelationship_OWNED_BY_36 (36) |
| const size_t | PartyRelationship_realm_els (37) |
| const int | RiskLimitType_GROSS_LIMIT (1) |
| const int | RiskLimitType_NET_LIMIT (2) |
| const int | RiskLimitType_EXPOSURE (3) |
| const int | RiskLimitType_LONG_LIMIT (4) |
| const int | RiskLimitType_SHORT_LIMIT (5) |
| const size_t | RiskLimitType_realm_els (5) |
| const int | RiskInstrumentOperator_INCLUDE (1) |
| const int | RiskInstrumentOperator_EXCLUDE (2) |
| const size_t | RiskInstrumentOperator_realm_els (2) |
| const int | StreamAsgnType_ASSIGNMENT (1) |
| const int | StreamAsgnType_REJECTED (2) |
| const int | StreamAsgnType_TERMINATE_UNASSIGN (3) |
| const size_t | StreamAsgnType_realm_els (3) |
| F8MetaCntx | ctx (4200, bme, be,"FIX.4.2") |
| const char | CommType_PER_SHARE ('1') |
| const char | CommType_PERCENTAGE ('2') |
| const size_t | CommType_realm_els (3) |
| const f8String | ExecInst_STAY_ON_OFFERSIDE ("0") |
| const f8String | ExecInst_PARTICIPATE_DONT_INITIATE ("6") |
| const f8String | ExecInst_STAY_ON_BIDSIDE ("9") |
| const size_t | ExecInst_realm_els (29) |
| const char | ExecTransType_NEW ('0') |
| const char | ExecTransType_CANCEL ('1') |
| const char | ExecTransType_CORRECT ('2') |
| const char | ExecTransType_STATUS ('3') |
| const size_t | ExecTransType_realm_els (4) |
| const f8String | IDSource_CUSIP ("1") |
| const f8String | IDSource_SEDOL ("2") |
| const f8String | IDSource_QUIK ("3") |
| const f8String | IDSource_ISIN_NUMBER ("4") |
| const f8String | IDSource_RIC_CODE ("5") |
| const f8String | IDSource_ISO_CURRENCY_CODE ("6") |
| const f8String | IDSource_ISO_COUNTRY_CODE ("7") |
| const f8String | IDSource_EXCHANGE_SYMBOL ("8") |
| const f8String | IDSource_CONSOLIDATED_TAPE_ASSOCIATION ("9") |
| const size_t | IDSource_realm_els (9) |
| const f8String | MsgType_TEST_REQUEST ("1") |
| const f8String | MsgType_RESEND_REQUEST ("2") |
| const f8String | MsgType_SEQUENCE_RESET ("4") |
| const f8String | MsgType_INDICATION_OF_INTEREST ("6") |
| const f8String | MsgType_EXECUTION_REPORT ("8") |
| const f8String | MsgType_ORDER_CANCEL_REJECT ("9") |
| const f8String | MsgType_ORDER_SINGLE ("D") |
| const f8String | MsgType_ORDER_LIST ("E") |
| const f8String | MsgType_ORDER_CANCEL_REQUEST ("F") |
| const f8String | MsgType_ORDER_CANCEL_REPLACE_REQUEST ("G") |
| const f8String | MsgType_ORDER_STATUS_REQUEST ("H") |
| const f8String | MsgType_ALLOCATION ("J") |
| const f8String | MsgType_LIST_CANCEL_REQUEST ("K") |
| const f8String | MsgType_LIST_EXECUTE ("L") |
| const f8String | MsgType_LIST_STATUS_REQUEST ("M") |
| const f8String | MsgType_LIST_STATUS ("N") |
| const f8String | MsgType_ALLOCATION_ACK ("P") |
| const f8String | MsgType_DONT_KNOW_TRADE ("Q") |
| const f8String | MsgType_QUOTE_REQUEST ("R") |
| const f8String | MsgType_SETTLEMENT_INSTRUCTIONS ("T") |
| const f8String | MsgType_MARKET_DATA_REQUEST ("V") |
| const f8String | MsgType_MARKET_DATA_SNAPSHOT_FULL_REFRESH ("W") |
| const f8String | MsgType_MARKET_DATA_INCREMENTAL_REFRESH ("X") |
| const f8String | MsgType_MARKET_DATA_REQUEST_REJECT ("Y") |
| const f8String | MsgType_QUOTE_CANCEL ("Z") |
| const f8String | MsgType_QUOTE_STATUS_REQUEST ("a") |
| const f8String | MsgType_QUOTE_ACKNOWLEDGEMENT ("b") |
| const f8String | MsgType_SECURITY_DEFINITION_REQUEST ("c") |
| const f8String | MsgType_SECURITY_DEFINITION ("d") |
| const f8String | MsgType_SECURITY_STATUS_REQUEST ("e") |
| const f8String | MsgType_SECURITY_STATUS ("f") |
| const f8String | MsgType_TRADING_SESSION_STATUS_REQUEST ("g") |
| const f8String | MsgType_TRADING_SESSION_STATUS ("h") |
| const f8String | MsgType_MASS_QUOTE ("i") |
| const f8String | MsgType_BUSINESS_MESSAGE_REJECT ("j") |
| const f8String | MsgType_BID_REQUEST ("k") |
| const f8String | MsgType_BID_RESPONSE ("l") |
| const f8String | MsgType_LIST_STRIKE_PRICE ("m") |
| const size_t | MsgType_realm_els (46) |
| const char | OrdType_FOREX_C ('C') |
| const char | OrdType_FOREX_F ('F') |
| const char | OrdType_FOREX_G ('G') |
| const char | OrdType_FOREX_H ('H') |
| const size_t | OrdType_realm_els (19) |
| const char | PossDupFlag_NO ('N') |
| const char | PossDupFlag_YES ('Y') |
| const size_t | PossDupFlag_realm_els (2) |
| const char | Rule80A_AGENCY_SINGLE_ORDER ('A') |
| const char | Rule80A_SHORT_EXEMPT_TRANSACTION_B ('B') |
| const char | Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG ('C') |
| const char | Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG ('D') |
| const char | Rule80A_REGISTERED_EQUITY_MARKET_MAKER_TRADES ('E') |
| const char | Rule80A_SHORT_EXEMPT_TRANSACTION_F ('F') |
| const char | Rule80A_SHORT_EXEMPT_TRANSACTION_H ('H') |
| const char | Rule80A_INDIVIDUAL_INVESTOR_SINGLE_ORDER ('I') |
| const char | Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER ('J') |
| const char | Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER ('K') |
| const char | Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE ('L') |
| const char | Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER ('M') |
| const char | Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER ('N') |
| const char | Rule80A_COMPETING_DEALER_TRADES_O ('O') |
| const char | Rule80A_PRINCIPAL ('P') |
| const char | Rule80A_COMPETING_DEALER_TRADES_R ('R') |
| const char | Rule80A_SPECIALIST_TRADES ('S') |
| const char | Rule80A_COMPETING_DEALER_TRADES_T ('T') |
| const char | Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY ('U') |
| const char | Rule80A_ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER ('W') |
| const char | Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE ('X') |
| const char | Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY ('Y') |
| const char | Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER ('Z') |
| const size_t | Rule80A_realm_els (23) |
| const size_t | Side_realm_els (9) |
| const size_t | TimeInForce_realm_els (7) |
| const char | SettlmntTyp_REGULAR ('0') |
| const char | SettlmntTyp_CASH ('1') |
| const char | SettlmntTyp_NEXT_DAY ('2') |
| const char | SettlmntTyp_T_PLUS_2 ('3') |
| const char | SettlmntTyp_T_PLUS_3 ('4') |
| const char | SettlmntTyp_T_PLUS_4 ('5') |
| const char | SettlmntTyp_FUTURE ('6') |
| const char | SettlmntTyp_WHEN_ISSUED ('7') |
| const char | SettlmntTyp_SELLERS_OPTION ('8') |
| const char | SettlmntTyp_T_PLUS_5 ('9') |
| const size_t | SettlmntTyp_realm_els (10) |
| const char | OpenClose_CLOSE ('C') |
| const char | OpenClose_OPEN ('O') |
| const size_t | OpenClose_realm_els (2) |
| const char | PossResend_NO ('N') |
| const char | PossResend_YES ('Y') |
| const size_t | PossResend_realm_els (2) |
| const int | EncryptMethod_NONE (0) |
| const int | CxlRejReason_BROKER_OPTION (2) |
| const size_t | CxlRejReason_realm_els (4) |
| const int | OrdRejReason_BROKER_OPTION (0) |
| const size_t | OrdRejReason_realm_els (9) |
| const char | GapFillFlag_NO ('N') |
| const char | GapFillFlag_YES ('Y') |
| const size_t | GapFillFlag_realm_els (2) |
| const size_t | DKReason_realm_els (6) |
| const char | ResetSeqNumFlag_NO ('N') |
| const char | ResetSeqNumFlag_YES ('Y') |
| const size_t | ResetSeqNumFlag_realm_els (2) |
| const char | ExecType_PARTIAL_FILL ('1') |
| const char | ExecType_FILL ('2') |
| const char | ExecType_REPLACE ('5') |
| const size_t | ExecType_realm_els (15) |
| const f8String | SecurityType_WILDCARD_ENTRY ("?") |
| const f8String | SecurityType_COLLATERALIZE_MORTGAGE_OBLIGATION ("CMO") |
| const f8String | SecurityType_FEDERAL_HOUSING_AUTHORITY ("FHA") |
| const f8String | SecurityType_FEDERAL_HOME_LOAN ("FHL") |
| const f8String | SecurityType_FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION ("FN") |
| const f8String | SecurityType_GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION ("GN") |
| const f8String | SecurityType_TREASURIES_PLUS_AGENCY_DEBENTURE ("GOVT") |
| const f8String | SecurityType_MORTGAGE_IOETTE ("IET") |
| const f8String | SecurityType_MISCELLANEOUS_PASS_THRU ("MPT") |
| const f8String | SecurityType_MUNICIPAL_BOND ("MUNI") |
| const f8String | SecurityType_NO_ISITC_SECURITY_TYPE ("NONE") |
| const f8String | SecurityType_REPURCHASE_AGREEMENT ("RP") |
| const f8String | SecurityType_REVERSE_REPURCHASE_AGREEMENT ("RVRP") |
| const f8String | SecurityType_STUDENT_LOAN_MARKETING_ASSOCIATION ("SL") |
| const f8String | SecurityType_US_TREASURY_BILL ("USTB") |
| const f8String | SecurityType_CATS_TIGERS_LIONS ("ZOO") |
| const size_t | SecurityType_realm_els (33) |
| const int | CustomerOrFirm_CUSTOMER (0) |
| const int | CustomerOrFirm_FIRM (1) |
| const size_t | CustomerOrFirm_realm_els (2) |
| const size_t | SessionRejectReason_realm_els (12) |
| const size_t | ExecRestatementReason_realm_els (6) |
| const int | BusinessRejectReason_UNKOWN_ID (1) |
| const size_t | BusinessRejectReason_realm_els (6) |
| const size_t | DiscretionInst_realm_els (6) |
| const int | GTBookingInst_ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES (1) |
| const int | GTBookingInst_ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE (2) |
Variables |
| F8MetaCntx | ctx (1100, bme, be,"FIXT.1.1") |
